+58.9%
DIA vs GDDY
+30.8%
+28.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | -2.0% | +6.8% | -8.8% | -2.9% |
| 3M | +3.6% | +30.5% | -26.8% | -0.8% |
| 6M | +11.5% | +13.3% | -1.8% | +8.5% |
| YTD | +10.4% | -21.0% | +31.3% | +14.9% |
| 1Y | +15.6% | -34.0% | +49.6% | +24.8% |
| 3Y | +58.9% | +33.1% | +25.8% | +53.4% |
| All | +58.9% | +30.8% | +28.1% | +53.4% |
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