+91.1%
DASH vs GDDY
+30.4%
+60.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -6.8% | +10.4% | -17.2% | -10.3% |
| 3M | -20.7% | +13.6% | -34.2% | -24.9% |
| 6M | +15.1% | +33.7% | -18.6% | +0.5% |
| YTD | -24.3% | -8.0% | -16.2% | -23.8% |
| 1Y | -12.1% | -12.9% | +0.8% | -9.7% |
| 3Y | +91.1% | +29.3% | +61.7% | +39.0% |
| All | +91.1% | +30.4% | +60.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling