-34.0%
GDDY vs DGX
+32.7%
-66.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +6.8% | -1.2% | +8.0% | +6.9% |
| 3M | +30.5% | +15.8% | +14.7% | +27.2% |
| 6M | +13.3% | +18.2% | -4.8% | +10.2% |
| YTD | -21.0% | +37.2% | -58.2% | -23.9% |
| 1Y | -34.0% | +30.4% | -64.4% | -36.4% |
| All | -34.0% | +32.7% | -66.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling