+1,321.9%
AMAT vs GDDY
+243.9%
+1,078.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.3% |
| 7D | +11.4% | -0.2% | +11.6% | +11.3% |
| 30D | -17.0% | +10.4% | -27.5% | -21.4% |
| 3M | -30.6% | +13.6% | -44.2% | -36.1% |
| 6M | -14.9% | +33.7% | -48.6% | -31.3% |
| YTD | +44.7% | -8.0% | +52.7% | +37.4% |
| 1Y | +66.9% | -12.9% | +79.8% | +63.4% |
| 3Y | +153.3% | +29.3% | +124.0% | +89.5% |
| 5Y | +146.2% | +60.8% | +85.4% | +58.7% |
| All | +1,321.9% | +243.9% | +1,078.0% | +446.8% |
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