+56.1%
GM vs DOCS
-49.9%
+106.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +0.4% | -0.6% | +0.9% | +0.5% |
| 30D | +7.2% | +6.3% | +0.9% | +6.2% |
| 3M | +1.0% | +26.5% | -25.5% | -2.4% |
| 6M | +13.0% | +24.8% | -11.8% | +7.9% |
| YTD | +9.8% | -26.8% | +36.6% | +12.7% |
| 1Y | +25.9% | -38.3% | +64.2% | +32.5% |
| 3Y | +240.4% | +36.0% | +204.4% | +186.6% |
| 5Y | +56.1% | -55.0% | +111.1% | +52.3% |
| All | +56.1% | -49.9% | +106.0% | +52.3% |
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