+651.5%
ADI vs GDDY
+207.2%
+444.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.2% |
| 7D | +4.6% | -3.2% | +7.8% | +5.6% |
| 30D | -1.2% | +6.8% | -8.0% | -4.2% |
| 3M | -7.8% | +30.5% | -38.3% | -19.5% |
| 6M | +19.3% | +13.3% | +6.0% | +8.1% |
| YTD | +40.9% | -21.0% | +61.9% | +47.0% |
| 1Y | +54.5% | -34.0% | +88.5% | +74.6% |
| 3Y | +123.4% | +33.1% | +90.4% | +75.7% |
| 5Y | +142.3% | +30.3% | +112.0% | +87.6% |
| All | +651.5% | +207.2% | +444.3% | +272.4% |
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