+326.9%
DLR vs GDDY
+390.3%
-63.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +1.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.5% |
| 30D | -4.3% | +6.8% | -11.1% | -5.7% |
| 3M | +3.8% | +30.5% | -26.6% | -1.7% |
| 6M | +5.8% | +13.3% | -7.5% | +2.1% |
| YTD | +23.5% | -21.0% | +44.5% | +26.6% |
| 1Y | +11.1% | -34.0% | +45.1% | +17.7% |
| 3Y | +57.9% | +33.1% | +24.8% | +45.1% |
| 5Y | +44.0% | +30.3% | +13.6% | +31.8% |
| 10Y | +176.0% | +205.5% | -29.5% | +128.8% |
| All | +326.9% | +390.3% | -63.4% | +252.9% |
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