+264.9%
GM vs DOC
+55.7%
+209.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.2% |
| 7D | +12.1% | +8.7% | +3.3% | +8.0% |
| 30D | +15.2% | +7.6% | +7.6% | +11.3% |
| 3M | +4.9% | -5.3% | +10.1% | +7.2% |
| 6M | +22.6% | +27.6% | -5.0% | +8.3% |
| YTD | +14.4% | +32.4% | -18.0% | -1.2% |
| 1Y | +39.4% | +22.9% | +16.6% | +24.5% |
| 3Y | +220.0% | +43.1% | +176.9% | +160.0% |
| 5Y | +64.4% | -21.4% | +85.8% | +76.0% |
| 10Y | +257.7% | +16.8% | +240.8% | +208.7% |
| All | +264.9% | +55.7% | +209.2% | +144.1% |
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