+64.2%
AIG vs GDDY
+207.2%
-143.1%
-69.6%
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% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.3% |
| 30D | -1.1% | +6.8% | -7.9% | -3.4% |
| 3M | +0.7% | +30.5% | -29.8% | -8.5% |
| 6M | -2.2% | +13.3% | -15.5% | -8.0% |
| YTD | -10.8% | -21.0% | +10.1% | -6.8% |
| 1Y | -2.0% | -34.0% | +32.0% | +8.4% |
| 3Y | +34.8% | +33.1% | +1.8% | +14.1% |
| 5Y | +55.0% | +30.3% | +24.7% | +28.4% |
| All | +64.2% | +207.2% | -143.1% | +6.5% |
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