+316.4%
ARM vs GDDY
+30.3%
+286.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | +5.0% | -3.2% | +8.2% | +5.6% |
| 30D | -2.6% | +6.8% | -9.4% | -4.6% |
| 3M | -22.6% | +30.5% | -53.1% | -31.5% |
| 6M | +120.5% | +13.3% | +107.2% | +104.1% |
| YTD | +142.2% | -21.0% | +163.2% | +168.7% |
| 1Y | +71.2% | -34.0% | +105.2% | +110.9% |
| All | +316.4% | +30.3% | +286.1% | +252.4% |
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