-99.9%
DFNS vs GDDY
+29.8%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.2% |
| 7D | -6.3% | -3.2% | -3.1% | -5.4% |
| 30D | -74.0% | +6.8% | -80.8% | -75.1% |
| 3M | -70.1% | +30.5% | -100.6% | -67.9% |
| 6M | -93.9% | +13.3% | -107.2% | -93.5% |
| YTD | -98.1% | -21.0% | -77.1% | -98.1% |
| 1Y | -98.3% | -34.0% | -64.3% | -98.3% |
| 3Y | -99.9% | +33.1% | -132.9% | -99.9% |
| All | -99.9% | +29.8% | -129.6% | -99.9% |
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 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