+167.3%
APD vs GDDY
+207.2%
-40.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.1% |
| 7D | -3.3% | -3.2% | -0.1% | -2.7% |
| 30D | -4.2% | +6.8% | -11.0% | -5.7% |
| 3M | +5.4% | +30.5% | -25.0% | -1.2% |
| 6M | +6.3% | +13.3% | -7.1% | +1.8% |
| YTD | +20.3% | -21.0% | +41.3% | +24.2% |
| 1Y | +1.6% | -34.0% | +35.6% | +9.3% |
| 3Y | +4.0% | +33.1% | -29.1% | -8.1% |
| 5Y | +23.3% | +30.3% | -7.0% | +7.5% |
| All | +167.3% | +207.2% | -40.0% | +89.3% |
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 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