+264.6%
AMD vs GDDY
+60.8%
+203.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.3% | -9.2% |
| 7D | +18.9% | -0.2% | +19.2% | +18.8% |
| 30D | -6.4% | +10.4% | -16.9% | -10.5% |
| 3M | +10.6% | +13.6% | -3.0% | +3.4% |
| 6M | +19.9% | +33.7% | -13.8% | -0.7% |
| YTD | +149.4% | -8.0% | +157.4% | +151.6% |
| 1Y | +115.4% | -12.9% | +128.3% | +125.1% |
| 3Y | +357.3% | +29.3% | +328.0% | +218.1% |
| All | +264.6% | +60.8% | +203.7% | +120.1% |
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