+295.8%
AFL vs GDDY
+207.2%
+88.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -1.6% | -3.2% | +1.6% | -1.0% |
| 30D | -4.0% | +6.8% | -10.8% | -5.7% |
| 3M | -0.5% | +30.5% | -31.0% | -7.3% |
| 6M | +6.5% | +13.3% | -6.8% | +1.8% |
| YTD | +6.2% | -21.0% | +27.1% | +9.7% |
| 1Y | +8.3% | -34.0% | +42.3% | +16.6% |
| 3Y | +62.5% | +33.1% | +29.5% | +43.0% |
| 5Y | +136.2% | +30.3% | +105.8% | +103.5% |
| All | +295.8% | +207.2% | +88.6% | +171.7% |
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