+33.9%
ALNY vs GDDY
+29.8%
+4.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -6.5% | -3.2% | -3.4% | -5.7% |
| 30D | +11.0% | +6.8% | +4.2% | +8.2% |
| 3M | -14.1% | +30.5% | -44.5% | -21.5% |
| 6M | -22.4% | +13.3% | -35.7% | -26.6% |
| YTD | -37.5% | -21.0% | -16.5% | -33.1% |
| 1Y | -46.9% | -34.0% | -12.9% | -39.3% |
| 3Y | +22.1% | +33.1% | -11.0% | -2.8% |
| All | +33.9% | +29.8% | +4.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling