+57.7%
AMGN vs GDDY
+30.8%
+27.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -13.7% | -3.2% | -10.5% | -13.4% |
| 30D | -8.8% | +6.8% | -15.6% | -9.1% |
| 3M | +7.2% | +30.5% | -23.3% | +5.7% |
| 6M | +1.3% | +13.3% | -12.1% | +0.4% |
| YTD | +17.6% | -21.0% | +38.6% | +20.6% |
| 1Y | +37.2% | -34.0% | +71.2% | +43.1% |
| 3Y | +57.7% | +33.1% | +24.7% | +49.3% |
| All | +57.7% | +30.8% | +27.0% | +49.3% |
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