+20.7%
GM vs DOCS
-33.3%
+54.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.2% | +2.6% | -2.7% | -0.3% |
| 30D | +3.6% | +11.4% | -7.9% | +3.2% |
| 3M | -0.2% | +25.4% | -25.6% | -1.0% |
| 6M | +13.9% | +42.5% | -28.6% | +12.7% |
| YTD | +6.5% | -24.7% | +31.2% | +8.1% |
| 1Y | +20.7% | -32.9% | +53.6% | +25.4% |
| All | +20.7% | -33.3% | +54.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling