+641.7%
APP vs GDDY
+28.5%
+613.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.0% |
| 7D | +0.3% | -7.0% | +7.3% | +2.9% |
| 30D | -1.3% | +6.2% | -7.5% | -4.2% |
| 3M | -36.2% | +20.0% | -56.2% | -42.3% |
| 6M | -34.1% | +6.8% | -41.0% | -37.8% |
| YTD | -53.3% | -22.3% | -31.0% | -48.9% |
| 1Y | -44.5% | -33.5% | -11.0% | -34.5% |
| All | +641.7% | +28.5% | +613.2% | +517.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling