+319.5%
APP vs GDDY
+27.5%
+292.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.3% |
| 7D | +0.3% | -7.0% | +7.3% | +4.5% |
| 30D | -1.3% | +6.2% | -7.5% | -6.1% |
| 3M | -36.2% | +20.0% | -56.2% | -46.0% |
| 6M | -34.1% | +6.8% | -41.0% | -40.4% |
| YTD | -53.3% | -22.3% | -31.0% | -47.3% |
| 1Y | -44.5% | -33.5% | -11.0% | -30.1% |
| 3Y | +646.7% | +29.2% | +617.4% | +365.8% |
| All | +319.5% | +27.5% | +292.0% | +202.3% |
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