+236.1%
ALNY vs GDDY
+207.2%
+28.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -6.5% | -3.2% | -3.4% | -5.6% |
| 30D | +11.0% | +6.8% | +4.2% | +7.7% |
| 3M | -14.1% | +30.5% | -44.5% | -22.9% |
| 6M | -22.4% | +13.3% | -35.7% | -27.5% |
| YTD | -37.5% | -21.0% | -16.5% | -33.5% |
| 1Y | -46.9% | -34.0% | -12.9% | -39.6% |
| 3Y | +22.1% | +33.1% | -11.0% | -0.2% |
| 5Y | +31.2% | +30.3% | +0.9% | +5.9% |
| All | +236.1% | +207.2% | +28.9% | +122.3% |
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