-7.7%
AAL vs GDDY
+30.8%
-38.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -12.9% | +6.8% | -19.7% | -14.6% |
| 3M | -11.2% | +30.5% | -41.7% | -18.2% |
| 6M | +17.8% | +13.3% | +4.5% | +11.7% |
| YTD | -15.1% | -21.0% | +5.8% | -10.0% |
| 1Y | +0.5% | -34.0% | +34.5% | +13.4% |
| 3Y | -7.7% | +33.1% | -40.7% | -25.3% |
| All | -7.7% | +30.8% | -38.4% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling