+458.5%
GDDY vs DOC
-3.3%
+461.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | -4.2% | +5.9% | -10.1% | -5.9% |
| 30D | +7.1% | +10.3% | -3.2% | +3.8% |
| 3M | +22.7% | -2.2% | +24.9% | +23.4% |
| 6M | +22.7% | +8.2% | +14.5% | +19.9% |
| YTD | -10.0% | +35.4% | -45.3% | -18.8% |
| 1Y | -15.4% | +23.6% | -39.0% | -21.5% |
| 3Y | +28.7% | +57.3% | -28.5% | +7.7% |
| 5Y | +55.8% | -19.6% | +75.4% | +62.3% |
| 10Y | +237.8% | +20.8% | +217.0% | +194.7% |
| All | +458.5% | -3.3% | +461.9% | +450.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling