-37.4%
DOCS vs GDDY
+30.5%
-67.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | +0.1% | -6.5% | +6.5% | +3.2% |
| 30D | +8.7% | +9.0% | -0.4% | +3.5% |
| 3M | +32.9% | +22.3% | +10.5% | +19.0% |
| 6M | +25.5% | +29.1% | -3.6% | +7.4% |
| YTD | -25.0% | -9.5% | -15.6% | -24.0% |
| 1Y | -34.9% | -15.2% | -19.6% | -31.5% |
| 3Y | +39.3% | +28.2% | +11.2% | +5.9% |
| 5Y | -54.8% | +58.3% | -113.1% | -69.0% |
| All | -37.4% | +30.5% | -67.9% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling