+10.8%
AR vs GDDY
+368.0%
-357.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.2% | -8.1% | +6.9% | +0.7% |
| 30D | +5.5% | +2.3% | +3.2% | +4.5% |
| 3M | +12.9% | +14.7% | -1.9% | +7.2% |
| 6M | +0.1% | +2.1% | -2.0% | -2.7% |
| YTD | +13.5% | -24.6% | +38.1% | +18.6% |
| 1Y | +21.6% | -37.1% | +58.7% | +33.1% |
| 3Y | +46.0% | +25.5% | +20.5% | +31.5% |
| 5Y | +143.7% | +24.2% | +119.5% | +118.7% |
| 10Y | +44.3% | +191.6% | -147.3% | +16.0% |
| All | +10.8% | +368.0% | -357.2% | -10.7% |
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