+215.4%
ADSK vs GDDY
+207.2%
+8.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.0% |
| 30D | -14.9% | +6.8% | -21.7% | -18.3% |
| 3M | +3.3% | +30.5% | -27.1% | -12.4% |
| 6M | -15.7% | +13.3% | -29.0% | -23.1% |
| YTD | -28.2% | -21.0% | -7.3% | -21.4% |
| 1Y | -34.5% | -34.0% | -0.5% | -21.2% |
| 3Y | -2.9% | +33.1% | -36.0% | -25.3% |
| 5Y | -25.3% | +30.3% | -55.6% | -42.6% |
| All | +215.4% | +207.2% | +8.1% | +45.1% |
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