+42.6%
GPN vs DOC
+21.1%
+21.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.5% |
| 7D | -1.9% | +5.9% | -7.7% | -4.6% |
| 30D | +18.9% | +10.3% | +8.7% | +13.4% |
| 3M | +13.8% | -2.2% | +16.0% | +14.8% |
| 6M | +42.3% | +8.2% | +34.1% | +36.3% |
| YTD | +27.6% | +35.4% | -7.8% | +7.8% |
| 1Y | +30.3% | +23.6% | +6.6% | +15.1% |
| 3Y | -5.8% | +57.3% | -63.1% | -28.5% |
| 5Y | -22.6% | -19.6% | -3.0% | -17.0% |
| 10Y | +42.6% | +20.8% | +21.8% | +26.9% |
| All | +42.6% | +21.1% | +21.5% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling