+396.9%
APP vs GDDY
+12.9%
+384.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.0% |
| 7D | +1.1% | -3.2% | +4.3% | +2.8% |
| 30D | +6.6% | +6.8% | -0.2% | +1.4% |
| 3M | -32.3% | +30.5% | -62.8% | -45.4% |
| 6M | -29.8% | +13.3% | -43.1% | -38.7% |
| YTD | -51.9% | -21.0% | -31.0% | -46.5% |
| 1Y | -43.3% | -34.0% | -9.3% | -28.4% |
| 3Y | +664.1% | +33.1% | +631.0% | +388.4% |
| 5Y | +318.7% | +30.3% | +288.3% | +188.2% |
| All | +396.9% | +12.9% | +384.0% | +243.0% |
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 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