+200.1%
GDDY vs DRI
+353.8%
-153.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.4% |
| 7D | -3.2% | -3.2% | 0.0% | -2.1% |
| 30D | +6.8% | -7.8% | +14.6% | +9.5% |
| 3M | +30.5% | +0.4% | +30.1% | +30.2% |
| 6M | +13.3% | +4.8% | +8.5% | +11.0% |
| YTD | -21.0% | +16.7% | -37.7% | -25.6% |
| 1Y | -34.0% | +1.5% | -35.5% | -35.1% |
| 3Y | +33.1% | +56.3% | -23.2% | +11.4% |
| 5Y | +30.3% | +66.4% | -36.1% | +5.3% |
| All | +200.1% | +353.8% | -153.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling