+4.9%
DG vs GDDY
+30.8%
-25.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | -6.5% | -3.2% | -3.3% | -6.2% |
| 30D | +4.2% | +6.8% | -2.6% | +3.6% |
| 3M | +9.5% | +30.5% | -21.0% | +7.9% |
| 6M | -13.1% | +13.3% | -26.5% | -14.1% |
| YTD | -4.8% | -21.0% | +16.1% | -6.4% |
| 1Y | +20.6% | -34.0% | +54.6% | +18.3% |
| 3Y | +4.9% | +33.1% | -28.1% | -7.0% |
| All | +4.9% | +30.8% | -25.8% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling