+357.3%
AMD vs GDDY
+30.4%
+326.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.3% | -8.7% |
| 7D | +18.9% | -0.2% | +19.2% | +19.0% |
| 30D | -6.4% | +10.4% | -16.9% | -6.6% |
| 3M | +10.6% | +13.6% | -3.0% | +10.1% |
| 6M | +19.9% | +33.7% | -13.8% | +14.7% |
| YTD | +149.4% | -8.0% | +157.4% | +174.4% |
| 1Y | +115.4% | -12.9% | +128.3% | +143.2% |
| 3Y | +357.3% | +29.3% | +328.0% | +260.3% |
| All | +357.3% | +30.4% | +326.9% | +260.3% |
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 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