+242.6%
GDDY vs DOC
+21.5%
+221.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +9.0% | +6.6% | +2.4% | +6.9% |
| 3M | +22.3% | -1.1% | +23.4% | +22.7% |
| 6M | +29.1% | +4.8% | +24.2% | +27.4% |
| YTD | -9.5% | +32.1% | -41.5% | -17.6% |
| 1Y | -15.2% | +21.9% | -37.1% | -20.9% |
| 3Y | +28.2% | +51.4% | -23.3% | +8.7% |
| 5Y | +58.3% | -21.2% | +79.5% | +66.4% |
| All | +242.6% | +21.5% | +221.1% | +214.2% |
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