+80.9%
AIG vs GDDY
+390.3%
-309.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -1.1% | +6.8% | -7.9% | -3.0% |
| 3M | +0.7% | +30.5% | -29.8% | -7.2% |
| 6M | -2.2% | +13.3% | -15.5% | -7.1% |
| YTD | -10.8% | -21.0% | +10.1% | -7.5% |
| 1Y | -2.0% | -34.0% | +32.0% | +6.6% |
| 3Y | +34.8% | +33.1% | +1.8% | +18.3% |
| 5Y | +55.0% | +30.3% | +24.7% | +34.0% |
| 10Y | +65.1% | +205.5% | -140.5% | +18.8% |
| All | +80.9% | +390.3% | -309.5% | +27.5% |
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 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