+200.1%
GDDY vs DTE
+137.8%
+62.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | -3.2% | -2.6% | -0.6% | -2.3% |
| 30D | +6.8% | -4.4% | +11.2% | +8.4% |
| 3M | +30.5% | -8.3% | +38.8% | +34.5% |
| 6M | +13.3% | -8.1% | +21.4% | +16.2% |
| YTD | -21.0% | +4.4% | -25.4% | -23.0% |
| 1Y | -34.0% | +0.2% | -34.2% | -34.8% |
| 3Y | +33.1% | +42.6% | -9.5% | +12.1% |
| 5Y | +30.3% | +31.5% | -1.1% | +12.0% |
| All | +200.1% | +137.8% | +62.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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