-24.5%
ADSK vs GDDY
+29.8%
-54.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -1.1% |
| 30D | -14.9% | +6.8% | -21.7% | -18.1% |
| 3M | +3.3% | +30.5% | -27.1% | -11.9% |
| 6M | -15.7% | +13.3% | -29.0% | -22.8% |
| YTD | -28.2% | -21.0% | -7.3% | -21.4% |
| 1Y | -34.5% | -34.0% | -0.5% | -21.3% |
| 3Y | -2.9% | +33.1% | -36.0% | -29.1% |
| All | -24.5% | +29.8% | -54.2% | -43.1% |
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 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