-35.9%
APP vs GDDY
-29.3%
-6.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.7% |
| 7D | +0.9% | +3.7% | -2.8% | +0.1% |
| 30D | -23.3% | +10.4% | -33.7% | -25.0% |
| 3M | -42.6% | +19.4% | -62.1% | -45.7% |
| 6M | -33.6% | +14.3% | -47.9% | -37.2% |
| YTD | -52.4% | -18.4% | -34.1% | -53.8% |
| 1Y | -35.9% | -30.1% | -5.8% | -36.6% |
| All | -35.9% | -29.3% | -6.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling