+30.4%
GDDY vs DGX
+66.8%
-36.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +6.8% | -1.2% | +8.0% | +7.1% |
| 3M | +30.5% | +15.8% | +14.7% | +25.7% |
| 6M | +13.3% | +18.2% | -4.8% | +8.6% |
| YTD | -21.0% | +37.2% | -58.2% | -27.3% |
| 1Y | -34.0% | +30.4% | -64.4% | -38.5% |
| 3Y | +33.1% | +96.7% | -63.6% | +8.9% |
| All | +30.4% | +66.8% | -36.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling