-98.3%
DFNS vs GDDY
-29.3%
-68.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +3.6% |
| 7D | -16.0% | +3.7% | -19.7% | -20.7% |
| 30D | -77.7% | +10.4% | -88.1% | -82.5% |
| 3M | -77.2% | +19.4% | -96.6% | -74.8% |
| 6M | -95.2% | +14.3% | -109.4% | -94.7% |
| YTD | -98.0% | -18.4% | -79.6% | -97.7% |
| 1Y | -98.3% | -30.1% | -68.2% | -98.0% |
| All | -98.3% | -29.3% | -68.9% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling