+156.7%
GS vs DOC
-22.8%
+179.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +2.5% |
| 7D | +0.3% | +8.7% | -8.4% | -2.6% |
| 30D | +3.9% | +7.6% | -3.8% | +1.0% |
| 3M | -11.4% | -5.3% | -6.2% | -9.9% |
| 6M | +3.7% | +27.6% | -23.9% | -6.8% |
| YTD | +7.1% | +32.4% | -25.3% | -5.7% |
| 1Y | +19.7% | +22.9% | -3.2% | +8.4% |
| 3Y | +202.8% | +43.1% | +159.7% | +151.6% |
| 5Y | +156.7% | -21.4% | +178.1% | +175.0% |
| All | +156.7% | -22.8% | +179.5% | +175.0% |
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