-38.7%
GPN vs DOC
-24.5%
-14.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +0.8% | -1.5% | +2.3% | +1.4% |
| 30D | +5.8% | -4.8% | +10.5% | +8.0% |
| 3M | +37.0% | +6.9% | +30.1% | +32.9% |
| 6M | +20.1% | +20.7% | -0.6% | +9.4% |
| YTD | +20.4% | +34.1% | -13.7% | +3.7% |
| 1Y | +7.4% | +22.6% | -15.2% | -3.5% |
| 3Y | -26.1% | +20.8% | -47.0% | -34.2% |
| All | -38.7% | -24.5% | -14.2% | -27.9% |
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 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