+404.6%
DHI vs GDDY
+207.2%
+197.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.5% |
| 30D | -5.4% | +6.8% | -12.2% | -7.9% |
| 3M | -10.4% | +30.5% | -40.9% | -19.6% |
| 6M | -2.8% | +13.3% | -16.1% | -9.3% |
| YTD | -3.4% | -21.0% | +17.5% | +1.6% |
| 1Y | -22.9% | -34.0% | +11.1% | -13.4% |
| 3Y | +20.7% | +33.1% | -12.4% | -3.8% |
| 5Y | +62.1% | +30.3% | +31.8% | +28.0% |
| All | +404.6% | +207.2% | +197.3% | +196.8% |
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 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