+150.2%
ALL vs GDDY
+30.8%
+119.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | -0.4% | +6.8% | -7.2% | -1.6% |
| 3M | +16.0% | +30.5% | -14.4% | +10.4% |
| 6M | +24.6% | +13.3% | +11.2% | +20.6% |
| YTD | +23.7% | -21.0% | +44.6% | +27.3% |
| 1Y | +27.7% | -34.0% | +61.7% | +35.8% |
| 3Y | +150.2% | +33.1% | +117.2% | +163.5% |
| All | +150.2% | +30.8% | +119.5% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling