+25.3%
DG vs GDDY
-29.3%
+54.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +8.4% | +3.7% | +4.7% | +7.8% |
| 30D | +4.9% | +10.4% | -5.5% | +3.2% |
| 3M | +29.3% | +19.4% | +9.9% | +24.9% |
| 6M | -11.3% | +14.3% | -25.5% | -14.2% |
| YTD | +1.8% | -18.4% | +20.1% | +1.2% |
| 1Y | +25.3% | -30.1% | +55.4% | +25.8% |
| All | +25.3% | -29.3% | +54.7% | +25.8% |
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