+237.5%
DOCN vs GDDY
+30.4%
+207.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.4% |
| 7D | +19.1% | -0.2% | +19.3% | +19.1% |
| 30D | -21.0% | +10.4% | -31.4% | -23.3% |
| 3M | -34.7% | +13.6% | -48.3% | -37.6% |
| 6M | -45.8% | +33.7% | -79.4% | -52.8% |
| YTD | +79.4% | -8.0% | +87.4% | +90.9% |
| 1Y | +91.0% | -12.9% | +103.9% | +110.0% |
| 3Y | +237.5% | +29.3% | +208.1% | +236.5% |
| All | +237.5% | +30.4% | +207.0% | +236.5% |
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