+156.4%
ADM vs GDDY
+390.3%
-234.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +9.5% | +6.8% | +2.7% | +8.2% |
| 3M | +10.6% | +30.5% | -19.9% | +5.2% |
| 6M | +24.0% | +13.3% | +10.7% | +20.1% |
| YTD | +54.0% | -21.0% | +74.9% | +57.4% |
| 1Y | +45.3% | -34.0% | +79.3% | +53.1% |
| 3Y | +21.8% | +33.1% | -11.3% | +10.4% |
| 5Y | +66.8% | +30.3% | +36.5% | +49.3% |
| 10Y | +177.1% | +205.5% | -28.4% | +112.0% |
| All | +156.4% | +390.3% | -234.0% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling