+104.8%
DAL vs GDDY
+406.5%
-301.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.4% |
| 7D | +0.1% | +3.7% | -3.6% | -0.9% |
| 30D | -13.9% | +10.4% | -24.3% | -16.5% |
| 3M | +1.1% | +19.4% | -18.3% | -5.2% |
| 6M | +26.2% | +14.3% | +12.0% | +18.8% |
| YTD | +16.4% | -18.4% | +34.8% | +20.2% |
| 1Y | +33.9% | -30.1% | +63.9% | +44.5% |
| 3Y | +93.4% | +39.4% | +53.9% | +69.0% |
| 5Y | +106.4% | +35.2% | +71.2% | +80.7% |
| 10Y | +143.0% | +210.0% | -67.0% | +80.4% |
| All | +104.8% | +406.5% | -301.7% | +57.3% |
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