+38.4%
AR vs GDDY
+207.2%
-168.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | +2.5% | +6.8% | -4.3% | 0.0% |
| 3M | +12.3% | +30.5% | -18.2% | +1.2% |
| 6M | -3.1% | +13.3% | -16.4% | -9.5% |
| YTD | +11.5% | -21.0% | +32.5% | +16.3% |
| 1Y | +17.0% | -34.0% | +51.0% | +29.6% |
| 3Y | +47.3% | +33.1% | +14.2% | +24.7% |
| 5Y | +141.2% | +30.3% | +110.9% | +103.2% |
| All | +38.4% | +207.2% | -168.8% | -13.0% |
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