+156.7%
GS vs DOCS
-53.1%
+209.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.8% | +2.9% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | +3.9% | +21.3% | -17.4% | +1.6% |
| 3M | -11.4% | +58.4% | -69.8% | -16.5% |
| 6M | +3.7% | +39.3% | -35.6% | -1.5% |
| YTD | +7.1% | -21.7% | +28.8% | +8.8% |
| 1Y | +19.7% | -47.3% | +67.0% | +27.6% |
| 3Y | +202.8% | +58.2% | +144.7% | +172.5% |
| 5Y | +156.7% | -52.3% | +209.0% | +143.0% |
| All | +156.7% | -53.1% | +209.9% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling