+851.5%
DE vs GDDY
+207.2%
+644.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | +9.0% | +6.8% | +2.2% | +6.8% |
| 3M | +19.1% | +30.5% | -11.3% | +9.5% |
| 6M | +14.4% | +13.3% | +1.1% | +7.9% |
| YTD | +45.9% | -21.0% | +66.9% | +51.7% |
| 1Y | +43.6% | -34.0% | +77.6% | +57.3% |
| 3Y | +75.9% | +33.1% | +42.8% | +48.4% |
| 5Y | +98.8% | +30.3% | +68.4% | +63.8% |
| All | +851.5% | +207.2% | +644.2% | +487.5% |
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