+6.1%
DASH vs GDDY
+10.6%
-4.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.0% | +0.1% |
| 7D | -9.4% | -7.0% | -2.4% | -5.3% |
| 30D | -5.2% | +6.2% | -11.4% | -9.6% |
| 3M | +33.1% | +20.0% | +13.1% | +13.3% |
| 6M | +18.3% | +6.8% | +11.5% | +8.2% |
| YTD | -11.2% | -22.3% | +11.1% | +0.4% |
| 1Y | -21.9% | -33.5% | +11.6% | -1.4% |
| 3Y | +144.7% | +29.2% | +115.4% | +53.3% |
| 5Y | -4.4% | +28.1% | -32.5% | -37.2% |
| All | +6.1% | +10.6% | -4.6% | -21.4% |
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