+478.7%
DHR vs GDDY
+390.3%
+88.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -3.6% | -3.2% | -0.4% | -3.1% |
| 30D | -2.7% | +6.8% | -9.6% | -4.4% |
| 3M | +10.9% | +30.5% | -19.5% | +3.9% |
| 6M | +3.0% | +13.3% | -10.3% | -1.0% |
| YTD | -12.2% | -21.0% | +8.8% | -9.5% |
| 1Y | +3.3% | -34.0% | +37.3% | +10.4% |
| 3Y | -8.2% | +33.1% | -41.3% | -17.7% |
| 5Y | -29.9% | +30.3% | -60.2% | -37.5% |
| 10Y | +208.5% | +205.5% | +3.0% | +150.3% |
| All | +478.7% | +390.3% | +88.4% | +369.5% |
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