+345.6%
APH vs GDDY
+27.3%
+318.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.9% |
| 7D | -2.2% | -7.0% | +4.8% | -0.9% |
| 30D | -4.0% | +6.2% | -10.2% | -5.7% |
| 3M | +7.7% | +20.0% | -12.3% | +0.8% |
| 6M | +17.8% | +6.8% | +11.0% | +12.9% |
| YTD | +19.2% | -22.3% | +41.5% | +26.4% |
| 1Y | +35.7% | -33.5% | +69.2% | +52.1% |
| 3Y | +282.9% | +29.2% | +253.7% | +225.8% |
| 5Y | +345.6% | +28.1% | +317.6% | +298.5% |
| All | +345.6% | +27.3% | +318.3% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling