+60.3%
DOCS vs GDDY
+27.8%
+32.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | 0.0% | -4.2% | +4.2% | +1.5% |
| 30D | +7.8% | +7.1% | +0.7% | +4.6% |
| 3M | +20.0% | +22.7% | -2.7% | +10.4% |
| 6M | +26.5% | +22.7% | +3.8% | +14.8% |
| YTD | -25.8% | -10.0% | -15.8% | -25.8% |
| 1Y | -39.5% | -15.4% | -24.1% | -38.2% |
| 3Y | +60.3% | +28.7% | +31.6% | +45.6% |
| All | +60.3% | +27.8% | +32.5% | +45.6% |
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