+90.3%
DG vs GDDY
+381.9%
-291.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.7% |
| 7D | -6.3% | -7.0% | +0.7% | -5.4% |
| 30D | +2.4% | +6.2% | -3.8% | +1.5% |
| 3M | +12.4% | +20.0% | -7.6% | +9.2% |
| 6M | -14.9% | +6.8% | -21.8% | -16.2% |
| YTD | -6.1% | -22.3% | +16.3% | -4.0% |
| 1Y | +17.9% | -33.5% | +51.4% | +22.8% |
| 3Y | +3.1% | +29.2% | -26.1% | -4.7% |
| 5Y | -38.7% | +28.1% | -66.7% | -43.9% |
| 10Y | +99.6% | +200.2% | -100.6% | +61.8% |
| All | +90.3% | +381.9% | -291.6% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling