+43.4%
DLTR vs GDDY
+207.2%
-163.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -10.1% | -3.2% | -6.9% | -9.5% |
| 30D | -8.1% | +6.8% | -14.9% | -9.6% |
| 3M | +2.9% | +30.5% | -27.6% | -3.7% |
| 6M | +4.3% | +13.3% | -9.0% | +0.1% |
| YTD | -3.9% | -21.0% | +17.0% | -0.7% |
| 1Y | +18.9% | -34.0% | +52.9% | +28.1% |
| 3Y | +1.9% | +33.1% | -31.2% | -10.7% |
| 5Y | +31.0% | +30.3% | +0.7% | +13.6% |
| All | +43.4% | +207.2% | -163.8% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling