+267.9%
DIA vs GDDY
+381.9%
-114.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.2% |
| 7D | -3.0% | -7.0% | +4.0% | -1.6% |
| 30D | -3.0% | +6.2% | -9.2% | -4.5% |
| 3M | +4.5% | +20.0% | -15.5% | -0.9% |
| 6M | +9.8% | +6.8% | +2.9% | +6.2% |
| YTD | +9.3% | -22.3% | +31.6% | +13.1% |
| 1Y | +16.0% | -33.5% | +49.5% | +24.2% |
| 3Y | +57.7% | +29.2% | +28.5% | +42.2% |
| 5Y | +63.8% | +28.1% | +35.7% | +45.5% |
| 10Y | +248.8% | +200.2% | +48.6% | +168.5% |
| All | +267.9% | +381.9% | -114.0% | +180.9% |
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