+185.7%
GS vs DOC
-24.5%
+210.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +0.9% | -1.5% | +2.4% | +1.5% |
| 30D | -1.6% | -4.8% | +3.2% | +0.1% |
| 3M | -4.5% | +6.9% | -11.4% | -7.3% |
| 6M | +20.9% | +20.7% | +0.1% | +11.3% |
| YTD | +19.9% | +34.1% | -14.3% | +5.3% |
| 1Y | +41.4% | +22.6% | +18.8% | +28.4% |
| 3Y | +239.2% | +20.8% | +218.3% | +206.1% |
| All | +185.7% | -24.5% | +210.3% | +198.1% |
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