+121.0%
DAL vs GDDY
+470.6%
-349.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +12.8% | +10.4% | +2.4% | +9.4% |
| 3M | -5.3% | +13.6% | -18.8% | -9.5% |
| 6M | +22.4% | +33.7% | -11.3% | +10.1% |
| YTD | +25.6% | -8.0% | +33.6% | +24.5% |
| 1Y | +45.5% | -12.9% | +58.4% | +46.6% |
| 3Y | +161.0% | +29.3% | +131.6% | +131.7% |
| 5Y | +112.2% | +60.8% | +51.4% | +76.6% |
| 10Y | +109.1% | +244.4% | -135.2% | +49.3% |
| All | +121.0% | +470.6% | -349.6% | +62.9% |
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