+390.3%
GDDY vs DAR
+371.8%
+18.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.3% |
| 30D | +6.8% | +2.6% | +4.2% | +5.9% |
| 3M | +30.5% | +14.2% | +16.2% | +25.6% |
| 6M | +13.3% | +17.2% | -3.9% | +8.2% |
| YTD | -21.0% | +80.9% | -101.8% | -32.4% |
| 1Y | -34.0% | +104.0% | -138.0% | -45.6% |
| 3Y | +33.1% | +3.6% | +29.4% | +26.1% |
| 5Y | +30.3% | -7.8% | +38.1% | +23.3% |
| 10Y | +205.5% | +363.1% | -157.6% | +61.7% |
| All | +390.3% | +371.8% | +18.5% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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