+378.5%
APP vs GDDY
+6.9%
+371.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.7% | +2.3% |
| 7D | +0.1% | -7.6% | +7.7% | +4.6% |
| 30D | -10.0% | +2.0% | -12.0% | -12.2% |
| 3M | -44.6% | +15.1% | -59.7% | -51.7% |
| 6M | -37.9% | -1.1% | -36.7% | -40.7% |
| YTD | -53.7% | -25.1% | -28.6% | -46.8% |
| 1Y | -43.0% | -37.3% | -5.7% | -26.0% |
| 3Y | +640.8% | +24.5% | +616.2% | +394.3% |
| 5Y | +358.8% | +23.5% | +335.3% | +226.1% |
| All | +378.5% | +6.9% | +371.6% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling