+203.8%
DHR vs GDDY
+207.2%
-3.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -3.6% | -3.2% | -0.4% | -3.0% |
| 30D | -2.7% | +6.8% | -9.6% | -4.8% |
| 3M | +10.9% | +30.5% | -19.5% | +2.3% |
| 6M | +3.0% | +13.3% | -10.3% | -2.1% |
| YTD | -12.2% | -21.0% | +8.8% | -8.8% |
| 1Y | +3.3% | -34.0% | +37.3% | +12.4% |
| 3Y | -8.2% | +33.1% | -41.3% | -21.1% |
| 5Y | -29.9% | +30.3% | -60.2% | -40.4% |
| All | +203.8% | +207.2% | -3.5% | +104.3% |
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