+228.4%
ACWI vs GDDY
+207.2%
+21.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -0.9% | +6.8% | -7.7% | -2.9% |
| 3M | +3.5% | +30.5% | -27.0% | -5.1% |
| 6M | +12.8% | +13.3% | -0.5% | +6.6% |
| YTD | +14.0% | -21.0% | +35.0% | +18.3% |
| 1Y | +19.2% | -34.0% | +53.2% | +30.2% |
| 3Y | +75.1% | +33.1% | +42.1% | +50.6% |
| 5Y | +68.6% | +30.3% | +38.3% | +43.0% |
| All | +228.4% | +207.2% | +21.1% | +114.2% |
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