+44.7%
DG vs GDDY
-11.8%
+56.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +7.7% |
| 7D | +12.3% | +11.1% | +1.2% | +10.0% |
| 30D | +19.3% | +18.6% | +0.7% | +15.7% |
| 3M | +11.9% | +32.8% | -21.0% | +6.3% |
| 6M | +25.0% | +34.0% | -9.1% | +17.9% |
| YTD | +8.7% | -4.6% | +13.4% | +7.0% |
| 1Y | +44.7% | -12.5% | +57.2% | +47.3% |
| All | +44.7% | -11.8% | +56.5% | +47.3% |
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