+117.0%
AA vs GDDY
+207.2%
-90.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.7% |
| 7D | -3.4% | -3.2% | -0.2% | -2.7% |
| 30D | -5.8% | +6.8% | -12.6% | -8.9% |
| 3M | -29.9% | +30.5% | -60.4% | -38.8% |
| 6M | -27.0% | +13.3% | -40.3% | -33.8% |
| YTD | -8.7% | -21.0% | +12.3% | -5.1% |
| 1Y | +50.6% | -34.0% | +84.6% | +69.8% |
| 3Y | +74.1% | +33.1% | +41.0% | +34.8% |
| 5Y | +2.6% | +30.3% | -27.7% | -21.0% |
| All | +117.0% | +207.2% | -90.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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