-74.0%
DOCS vs GDDY
+23.8%
-97.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.3% | +1.0% | -2.9% |
| 7D | -7.3% | -7.6% | +0.3% | -3.3% |
| 30D | -10.9% | +2.0% | -12.9% | -11.8% |
| 3M | +20.3% | +15.1% | +5.2% | +9.1% |
| 6M | -3.6% | -1.1% | -2.5% | -5.5% |
| YTD | -44.9% | -25.1% | -19.7% | -37.3% |
| 1Y | -64.9% | -37.3% | -27.6% | -55.8% |
| 3Y | +7.6% | +24.5% | -16.9% | -23.4% |
| 5Y | -74.0% | +23.5% | -97.5% | -80.8% |
| All | -74.0% | +23.8% | -97.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling