+212.2%
DOCN vs GDDY
+20.9%
+191.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.2% |
| 7D | +26.5% | -8.1% | +34.6% | +32.5% |
| 30D | +2.3% | +2.3% | 0.0% | -2.2% |
| 3M | -21.2% | +14.7% | -35.9% | -36.4% |
| 6M | +130.6% | +2.1% | +128.5% | +101.0% |
| YTD | +175.7% | -24.6% | +200.3% | +212.5% |
| 1Y | +286.6% | -37.1% | +323.7% | +421.1% |
| 3Y | +394.1% | +25.5% | +368.6% | +171.1% |
| 5Y | +92.1% | +24.2% | +67.8% | +14.3% |
| All | +212.2% | +20.9% | +191.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling