+11.7%
DASH vs GDDY
+16.3%
-4.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.2% |
| 7D | -10.6% | +3.7% | -14.3% | -12.7% |
| 30D | +2.2% | +10.4% | -8.2% | -4.9% |
| 3M | +32.3% | +19.4% | +12.9% | +13.4% |
| 6M | +19.1% | +14.3% | +4.8% | +4.4% |
| YTD | -6.5% | -18.4% | +11.8% | +2.6% |
| 1Y | -14.9% | -30.1% | +15.2% | +4.1% |
| 3Y | +151.9% | +39.4% | +112.5% | +49.3% |
| 5Y | +9.4% | +35.2% | -25.7% | -30.4% |
| All | +11.7% | +16.3% | -4.6% | -19.7% |
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