-53.4%
DOCS vs GDDY
+12.0%
-65.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +0.7% |
| 7D | -8.8% | -7.0% | -1.8% | -5.4% |
| 30D | -5.4% | +6.2% | -11.6% | -8.1% |
| 3M | +22.1% | +20.0% | +2.0% | +9.3% |
| 6M | -0.3% | +6.8% | -7.1% | -5.7% |
| YTD | -44.2% | -22.3% | -21.9% | -38.3% |
| 1Y | -64.2% | -33.5% | -30.7% | -57.0% |
| 3Y | +8.9% | +29.2% | -20.3% | -19.2% |
| 5Y | -75.8% | +28.1% | -103.8% | -82.1% |
| All | -53.4% | +12.0% | -65.3% | -65.9% |
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