+56.2%
AG vs GDDY
+29.8%
+26.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.4% |
| 7D | -6.7% | -3.2% | -3.5% | -6.1% |
| 30D | +2.2% | +6.8% | -4.6% | -0.2% |
| 3M | +15.7% | +30.5% | -14.8% | +4.9% |
| 6M | -23.8% | +13.3% | -37.1% | -28.8% |
| YTD | +17.6% | -21.0% | +38.6% | +25.2% |
| 1Y | +88.6% | -34.0% | +122.6% | +116.3% |
| 3Y | +253.4% | +33.1% | +220.4% | +177.0% |
| All | +56.2% | +29.8% | +26.4% | +27.3% |
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