+49.4%
GM vs DOCS
-19.0%
+68.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.2% | +2.6% | -2.7% | -0.5% |
| 30D | +3.6% | +11.4% | -7.9% | +2.2% |
| 3M | -0.2% | +25.4% | -25.6% | -2.9% |
| 6M | +13.9% | +42.5% | -28.6% | +8.0% |
| YTD | +6.5% | -24.7% | +31.2% | +8.3% |
| 1Y | +20.7% | -32.9% | +53.6% | +24.3% |
| 3Y | +229.5% | +39.6% | +189.9% | +190.7% |
| 5Y | +41.5% | -54.6% | +96.1% | +32.4% |
| All | +49.4% | -19.0% | +68.5% | +40.5% |
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