+8,589.1%
AMD vs GDDY
+207.2%
+8,381.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.6% |
| 7D | +8.1% | -3.2% | +11.3% | +9.3% |
| 30D | +6.9% | +6.8% | +0.1% | +1.4% |
| 3M | +5.7% | +30.5% | -24.8% | -15.0% |
| 6M | +152.0% | +13.3% | +138.7% | +113.3% |
| YTD | +141.0% | -21.0% | +162.0% | +149.5% |
| 1Y | +231.6% | -34.0% | +265.6% | +284.7% |
| 3Y | +390.1% | +33.1% | +357.0% | +232.4% |
| 5Y | +390.6% | +30.3% | +360.3% | +236.6% |
| All | +8,589.1% | +207.2% | +8,381.8% | +2,609.0% |
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