+67.4%
AA vs GDDY
+381.9%
-314.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.7% | -5.7% |
| 7D | -5.4% | -7.0% | +1.6% | -3.6% |
| 30D | -10.7% | +6.2% | -16.9% | -13.0% |
| 3M | -26.2% | +20.0% | -46.2% | -32.4% |
| 6M | -20.9% | +6.8% | -27.8% | -25.7% |
| YTD | -8.6% | -22.3% | +13.7% | -5.3% |
| 1Y | +57.4% | -33.5% | +90.9% | +72.8% |
| 3Y | +77.8% | +29.2% | +48.6% | +47.7% |
| 5Y | +2.7% | +28.1% | -25.4% | -15.1% |
| 10Y | +121.2% | +200.2% | -79.0% | +50.4% |
| All | +67.4% | +381.9% | -314.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling