+44.6%
DLR vs GDDY
+29.8%
+14.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +1.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -4.3% | +6.8% | -11.1% | -5.9% |
| 3M | +3.8% | +30.5% | -26.6% | -3.0% |
| 6M | +5.8% | +13.3% | -7.5% | +1.2% |
| YTD | +23.5% | -21.0% | +44.5% | +29.2% |
| 1Y | +11.1% | -34.0% | +45.1% | +22.2% |
| 3Y | +57.9% | +33.1% | +24.8% | +33.7% |
| All | +44.6% | +29.8% | +14.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling