+98.2%
DG vs GDDY
+207.2%
-109.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -6.5% | -3.2% | -3.3% | -6.0% |
| 30D | +4.2% | +6.8% | -2.6% | +3.0% |
| 3M | +9.5% | +30.5% | -21.0% | +4.9% |
| 6M | -13.1% | +13.3% | -26.5% | -15.3% |
| YTD | -4.8% | -21.0% | +16.1% | -2.8% |
| 1Y | +20.6% | -34.0% | +54.6% | +26.3% |
| 3Y | +4.9% | +33.1% | -28.1% | -5.0% |
| 5Y | -37.9% | +30.3% | -68.2% | -44.4% |
| All | +98.2% | +207.2% | -109.1% | +44.3% |
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 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