-61.1%
GNRC vs DOC
-22.1%
-39.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.7% | -8.8% |
| 7D | -15.3% | +6.2% | -21.5% | -18.0% |
| 30D | -22.9% | +6.5% | -29.4% | -25.8% |
| 3M | -20.7% | -6.2% | -14.5% | -18.4% |
| 6M | -34.6% | +25.6% | -60.2% | -44.2% |
| YTD | +26.4% | +32.1% | -5.7% | +3.5% |
| 1Y | +8.3% | +20.3% | -12.0% | -5.9% |
| 3Y | +64.2% | +42.7% | +21.5% | +21.1% |
| 5Y | -61.1% | -22.2% | -38.9% | -56.6% |
| All | -61.1% | -22.1% | -39.0% | -56.6% |
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