+245.8%
GM vs DOC
+57.8%
+188.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -1.6% | -4.8% | +3.2% | +0.5% |
| 3M | +5.7% | +6.9% | -1.2% | +2.2% |
| 6M | +12.2% | +20.7% | -8.6% | +1.7% |
| YTD | +8.4% | +34.1% | -25.7% | -6.7% |
| 1Y | +52.3% | +22.6% | +29.7% | +36.1% |
| 3Y | +169.1% | +20.8% | +148.3% | +136.9% |
| 5Y | +87.2% | -24.9% | +112.0% | +104.3% |
| 10Y | +232.3% | -1.8% | +234.1% | +207.3% |
| All | +245.8% | +57.8% | +188.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling