+55.8%
GM vs DOCS
-20.2%
+75.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +2.9% | +3.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.4% | +7.8% | +0.6% | +7.4% |
| 3M | +2.6% | +20.0% | -17.4% | +0.3% |
| 6M | +14.3% | +26.5% | -12.3% | +9.8% |
| YTD | +11.0% | -25.8% | +36.7% | +13.1% |
| 1Y | +27.8% | -39.5% | +67.3% | +33.3% |
| 3Y | +246.7% | +60.3% | +186.3% | +198.4% |
| 5Y | +59.6% | -57.0% | +116.6% | +49.4% |
| All | +55.8% | -20.2% | +75.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling