+489.1%
DDOG vs GDDY
+47.7%
+441.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | +3.9% | -3.2% | +7.1% | +5.5% |
| 30D | -8.2% | +6.8% | -15.0% | -12.7% |
| 3M | -5.6% | +30.5% | -36.0% | -22.6% |
| 6M | +73.5% | +13.3% | +60.2% | +55.1% |
| YTD | +62.7% | -21.0% | +83.6% | +78.4% |
| 1Y | +59.0% | -34.0% | +93.0% | +94.4% |
| 3Y | +117.1% | +33.1% | +84.1% | +63.9% |
| 5Y | +61.3% | +30.3% | +31.0% | +27.9% |
| All | +489.1% | +47.7% | +441.4% | +342.9% |
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