+361.5%
ALL vs GDDY
+207.2%
+154.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -0.4% | +6.8% | -7.2% | -1.9% |
| 3M | +16.0% | +30.5% | -14.4% | +9.0% |
| 6M | +24.6% | +13.3% | +11.2% | +19.8% |
| YTD | +23.7% | -21.0% | +44.6% | +27.5% |
| 1Y | +27.7% | -34.0% | +61.7% | +36.6% |
| 3Y | +150.2% | +33.1% | +117.2% | +127.9% |
| 5Y | +117.1% | +30.3% | +86.8% | +94.3% |
| All | +361.5% | +207.2% | +154.3% | +247.2% |
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