+212.7%
GDDY vs DOC
-4.1%
+216.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +3.7% | -1.5% | +5.2% | +4.2% |
| 30D | +10.4% | -4.8% | +15.2% | +12.0% |
| 3M | +19.4% | +6.9% | +12.5% | +17.3% |
| 6M | +14.3% | +20.7% | -6.5% | +7.4% |
| YTD | -18.4% | +34.1% | -52.5% | -25.9% |
| 1Y | -30.1% | +22.6% | -52.7% | -34.9% |
| 3Y | +39.4% | +20.8% | +18.6% | +27.9% |
| 5Y | +35.2% | -24.9% | +60.0% | +44.0% |
| All | +212.7% | -4.1% | +216.8% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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