+33.1%
GDDY vs DRI
+54.5%
-21.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.5% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | +6.8% | -7.8% | +14.6% | +9.0% |
| 3M | +30.5% | +0.4% | +30.1% | +30.0% |
| 6M | +13.3% | +4.8% | +8.5% | +11.5% |
| YTD | -21.0% | +16.7% | -37.7% | -24.7% |
| 1Y | -34.0% | +1.5% | -35.5% | -34.7% |
| 3Y | +33.1% | +56.3% | -23.2% | +8.2% |
| All | +33.1% | +54.5% | -21.4% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling