+50.8%
GM vs DOCS
-51.8%
+102.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | +6.4% | +17.4% | -11.0% | +4.0% |
| 3M | -0.7% | +57.4% | -58.0% | -7.4% |
| 6M | +9.9% | +26.5% | -16.6% | +4.8% |
| YTD | +6.7% | -26.6% | +33.2% | +9.4% |
| 1Y | +26.2% | -48.1% | +74.3% | +36.0% |
| 3Y | +205.0% | +52.6% | +152.4% | +150.4% |
| All | +50.8% | -51.8% | +102.7% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling