-6.2%
DASH vs GDDY
+23.6%
-29.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -12.8% | -8.1% | -4.7% | -8.2% |
| 30D | -6.0% | +2.3% | -8.3% | -8.2% |
| 3M | +26.7% | +14.7% | +12.0% | +11.2% |
| 6M | +11.7% | +2.1% | +9.6% | +5.3% |
| YTD | -12.9% | -24.6% | +11.7% | +0.7% |
| 1Y | -23.1% | -37.1% | +14.0% | +1.4% |
| 3Y | +140.0% | +25.5% | +114.5% | +45.3% |
| All | -6.2% | +23.6% | -29.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling