+227.2%
AMAT vs GDDY
+24.8%
+202.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +6.9% | -8.1% | +15.0% | +6.8% |
| 30D | -10.1% | +2.3% | -12.4% | -10.1% |
| 3M | -6.0% | +14.7% | -20.7% | -7.8% |
| 6M | +38.6% | +2.1% | +36.6% | +38.2% |
| YTD | +83.1% | -24.6% | +107.7% | +102.9% |
| 1Y | +188.3% | -37.1% | +225.5% | +245.2% |
| All | +227.2% | +24.8% | +202.3% | +216.7% |
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