-31.9%
ADSK vs GDDY
-29.3%
-2.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.0% | -7.3% |
| 7D | -16.4% | +3.7% | -20.1% | -17.7% |
| 30D | -9.2% | +10.4% | -19.6% | -13.2% |
| 3M | -6.7% | +19.4% | -26.1% | -15.5% |
| 6M | -15.5% | +14.3% | -29.8% | -22.3% |
| YTD | -26.4% | -18.4% | -8.0% | -20.7% |
| 1Y | -31.9% | -30.1% | -1.8% | -22.4% |
| All | -31.9% | -29.3% | -2.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling