+299.7%
ARM vs GDDY
+28.0%
+271.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.4% |
| 7D | +4.8% | -7.0% | +11.8% | +6.2% |
| 30D | -5.5% | +6.2% | -11.7% | -7.4% |
| 3M | -17.3% | +20.0% | -37.4% | -24.9% |
| 6M | +110.9% | +6.8% | +104.0% | +99.4% |
| YTD | +132.5% | -22.3% | +154.9% | +158.8% |
| 1Y | +64.9% | -33.5% | +98.4% | +100.8% |
| All | +299.7% | +28.0% | +271.7% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling