-10.6%
GPN vs DOC
+43.5%
-54.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.9% |
| 7D | +15.0% | +8.7% | +6.3% | +12.1% |
| 30D | +16.9% | +7.6% | +9.3% | +14.2% |
| 3M | +9.2% | -5.3% | +14.5% | +10.8% |
| 6M | +34.7% | +27.6% | +7.1% | +24.1% |
| YTD | +25.4% | +32.4% | -7.0% | +13.4% |
| 1Y | +21.7% | +22.9% | -1.1% | +13.1% |
| All | -10.6% | +43.5% | -54.1% | -22.5% |
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 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