-3.7%
APA vs GDDY
+207.2%
-210.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.2% |
| 7D | +4.6% | -3.2% | +7.8% | +5.6% |
| 30D | +11.9% | +6.8% | +5.1% | +8.2% |
| 3M | +22.5% | +30.5% | -8.0% | +5.7% |
| 6M | +37.5% | +13.3% | +24.2% | +24.7% |
| YTD | +87.2% | -21.0% | +108.1% | +97.1% |
| 1Y | +101.4% | -34.0% | +135.4% | +130.1% |
| 3Y | +16.9% | +33.1% | -16.2% | -12.4% |
| 5Y | +178.4% | +30.3% | +148.1% | +104.7% |
| All | -3.7% | +207.2% | -210.9% | -50.2% |
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