+206.3%
GS vs DOCS
+57.4%
+148.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.8% | +3.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | +3.9% | +21.3% | -17.4% | +2.0% |
| 3M | -11.4% | +58.4% | -69.8% | -15.7% |
| 6M | +3.7% | +39.3% | -35.6% | -0.6% |
| YTD | +7.1% | -21.7% | +28.8% | +9.6% |
| 1Y | +19.7% | -47.3% | +67.0% | +28.5% |
| All | +206.3% | +57.4% | +148.9% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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