-9.5%
DASH vs GDDY
+31.0%
-40.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.6% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.8% | +10.4% | -17.2% | -12.9% |
| 3M | -20.7% | +13.6% | -34.2% | -28.3% |
| 6M | +15.1% | +33.7% | -18.6% | -9.8% |
| YTD | -24.3% | -8.0% | -16.2% | -24.1% |
| 1Y | -12.1% | -12.9% | +0.8% | -8.5% |
| 3Y | +91.1% | +29.3% | +61.7% | +24.5% |
| 5Y | -30.3% | +60.8% | -91.1% | -61.0% |
| All | -9.5% | +31.0% | -40.5% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling