-43.9%
ACI vs GDDY
+30.8%
-74.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +3.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.4% |
| 30D | +0.6% | +6.8% | -6.2% | -0.3% |
| 3M | -20.3% | +30.5% | -50.8% | -22.7% |
| 6M | -24.7% | +13.3% | -38.0% | -26.1% |
| YTD | -27.2% | -21.0% | -6.3% | -26.6% |
| 1Y | -32.7% | -34.0% | +1.3% | -31.1% |
| 3Y | -43.9% | +33.1% | -77.0% | -47.0% |
| All | -43.9% | +30.8% | -74.7% | -47.0% |
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