+101.7%
DOCU vs GDDY
+74.2%
+27.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -0.4% | -4.0% | +3.6% | +2.0% |
| 30D | +12.9% | +11.0% | +2.0% | +5.0% |
| 3M | +35.1% | +25.1% | +9.9% | +14.9% |
| 6M | +76.2% | +28.9% | +47.3% | +43.9% |
| YTD | +17.2% | -8.5% | +25.7% | +18.7% |
| 1Y | +16.4% | -13.8% | +30.2% | +22.6% |
| 3Y | +95.6% | +29.5% | +66.0% | +50.3% |
| 5Y | -68.5% | +60.5% | -129.0% | -78.0% |
| All | +101.7% | +74.2% | +27.5% | +39.9% |
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