+177.9%
APD vs GDDY
+368.0%
-190.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.6% | -8.1% | +3.5% | -3.3% |
| 30D | -4.2% | +2.3% | -6.5% | -4.8% |
| 3M | +5.0% | +14.7% | -9.8% | +1.5% |
| 6M | +8.9% | +2.1% | +6.9% | +6.9% |
| YTD | +21.9% | -24.6% | +46.5% | +26.1% |
| 1Y | +5.6% | -37.1% | +42.7% | +13.1% |
| 3Y | +6.9% | +25.5% | -18.6% | -2.0% |
| 5Y | +25.3% | +24.2% | +1.1% | +13.5% |
| 10Y | +169.1% | +191.6% | -22.5% | +113.2% |
| All | +177.9% | +368.0% | -190.1% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling