-69.3%
APTV vs GDDY
+29.8%
-99.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.2% |
| 30D | -6.1% | +6.8% | -12.9% | -8.1% |
| 3M | -33.0% | +30.5% | -63.5% | -39.1% |
| 6M | -35.2% | +13.3% | -48.6% | -39.3% |
| YTD | -40.1% | -21.0% | -19.2% | -36.3% |
| 1Y | -45.6% | -34.0% | -11.6% | -37.9% |
| 3Y | -54.4% | +33.1% | -87.4% | -66.3% |
| All | -69.3% | +29.8% | -99.0% | -75.2% |
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