+266.9%
AG vs GDDY
+390.3%
-123.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.2% |
| 7D | -6.7% | -3.2% | -3.5% | -6.3% |
| 30D | +2.2% | +6.8% | -4.6% | +0.8% |
| 3M | +15.7% | +30.5% | -14.8% | +9.7% |
| 6M | -23.8% | +13.3% | -37.1% | -26.5% |
| YTD | +17.6% | -21.0% | +38.6% | +20.5% |
| 1Y | +88.6% | -34.0% | +122.6% | +99.7% |
| 3Y | +253.4% | +33.1% | +220.4% | +229.7% |
| 5Y | +62.4% | +30.3% | +32.1% | +51.7% |
| 10Y | +61.2% | +205.5% | -144.3% | +43.9% |
| All | +266.9% | +390.3% | -123.5% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling