+138.3%
ADI vs GDDY
+29.8%
+108.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.5% |
| 7D | +4.6% | -3.2% | +7.8% | +5.2% |
| 30D | -1.2% | +6.8% | -8.0% | -3.1% |
| 3M | -7.8% | +30.5% | -38.3% | -16.1% |
| 6M | +19.3% | +13.3% | +6.0% | +11.6% |
| YTD | +40.9% | -21.0% | +61.9% | +50.2% |
| 1Y | +54.5% | -34.0% | +88.5% | +77.4% |
| 3Y | +123.4% | +33.1% | +90.4% | +79.6% |
| All | +138.3% | +29.8% | +108.5% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling