-26.2%
DT vs GDDY
+29.8%
-55.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.6% |
| 7D | -1.6% | -3.2% | +1.6% | 0.0% |
| 30D | +3.0% | +6.8% | -3.8% | -1.4% |
| 3M | +26.5% | +30.5% | -4.0% | +4.9% |
| 6M | +35.9% | +13.3% | +22.6% | +21.6% |
| YTD | +17.8% | -21.0% | +38.8% | +30.4% |
| 1Y | +4.1% | -34.0% | +38.1% | +29.0% |
| 3Y | +5.3% | +33.1% | -27.8% | -28.4% |
| All | -26.2% | +29.8% | -55.9% | -46.5% |
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