+16.9%
APA vs GDDY
+30.8%
-13.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.3% |
| 7D | +4.6% | -3.2% | +7.8% | +4.8% |
| 30D | +11.9% | +6.8% | +5.1% | +11.1% |
| 3M | +22.5% | +30.5% | -8.0% | +17.7% |
| 6M | +37.5% | +13.3% | +24.2% | +34.4% |
| YTD | +87.2% | -21.0% | +108.1% | +91.7% |
| 1Y | +101.4% | -34.0% | +135.4% | +112.5% |
| 3Y | +16.9% | +33.1% | -16.2% | +15.3% |
| All | +16.9% | +30.8% | -13.9% | +15.3% |
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