+41.9%
GM vs DOCS
-56.1%
+98.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +2.7% | +8.7% | -6.0% | +1.5% |
| 3M | -0.4% | +32.9% | -33.2% | -4.4% |
| 6M | +13.3% | +25.5% | -12.2% | +8.1% |
| YTD | +6.8% | -25.0% | +31.8% | +9.2% |
| 1Y | +21.1% | -34.9% | +55.9% | +26.4% |
| 3Y | +231.0% | +39.3% | +191.7% | +177.9% |
| 5Y | +41.9% | -54.8% | +96.8% | +33.0% |
| All | +41.9% | -56.1% | +98.0% | +33.0% |
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