+390.3%
GDDY vs DD
+89.8%
+300.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | -3.2% | -3.5% | +0.3% | -2.1% |
| 30D | +6.8% | -11.7% | +18.5% | +10.9% |
| 3M | +30.5% | -9.2% | +39.7% | +34.1% |
| 6M | +13.3% | -7.2% | +20.5% | +14.4% |
| YTD | -21.0% | +6.6% | -27.6% | -24.4% |
| 1Y | -34.0% | +32.0% | -66.0% | -41.6% |
| 3Y | +33.1% | +42.1% | -9.1% | +11.4% |
| 5Y | +30.3% | +58.1% | -27.7% | +2.9% |
| 10Y | +205.5% | +65.3% | +140.2% | +107.2% |
| All | +390.3% | +89.8% | +300.6% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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