-53.8%
GME vs DOC
-22.8%
-31.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +1.8% |
| 7D | +7.8% | +8.7% | -1.0% | +2.6% |
| 30D | -0.4% | +7.6% | -8.0% | -4.8% |
| 3M | +30.9% | -5.3% | +36.1% | +34.5% |
| 6M | +5.5% | +27.6% | -22.2% | -11.6% |
| YTD | +25.2% | +32.4% | -7.2% | +1.5% |
| 1Y | +14.4% | +22.9% | -8.5% | -2.6% |
| 3Y | +81.3% | +43.1% | +38.2% | +32.3% |
| 5Y | -53.8% | -21.4% | -32.5% | -37.5% |
| All | -53.8% | -22.8% | -31.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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