+371.8%
DOCN vs GDDY
+23.8%
+348.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -8.3% | +21.0% | +15.2% |
| 7D | +16.3% | -7.6% | +23.9% | +18.6% |
| 30D | +2.0% | +2.0% | +0.1% | -0.2% |
| 3M | -25.2% | +15.1% | -40.3% | -33.9% |
| 6M | +132.7% | -1.1% | +133.8% | +120.9% |
| YTD | +163.3% | -25.1% | +188.4% | +200.0% |
| 1Y | +280.3% | -37.3% | +317.6% | +389.7% |
| 3Y | +371.8% | +24.5% | +347.3% | +160.2% |
| All | +371.8% | +23.8% | +348.0% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling