-24.5%
GPN vs DOC
+20.8%
-45.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | +5.8% | -4.8% | +10.5% | +7.4% |
| 3M | +37.0% | +6.9% | +30.1% | +34.1% |
| 6M | +20.1% | +20.7% | -0.6% | +12.7% |
| YTD | +20.4% | +34.1% | -13.7% | +8.3% |
| 1Y | +7.4% | +22.6% | -15.2% | -0.3% |
| All | -24.5% | +20.8% | -45.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling