+199.6%
ARM vs GDDY
+51.6%
+148.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -4.8% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | -19.9% | +10.4% | -30.4% | -21.7% |
| 3M | -31.6% | +13.6% | -45.2% | -34.0% |
| 6M | -13.9% | +33.7% | -47.5% | -22.9% |
| YTD | +74.3% | -8.0% | +82.3% | +86.5% |
| 1Y | +35.8% | -12.9% | +48.7% | +49.9% |
| 3Y | +268.6% | +29.3% | +239.3% | +221.5% |
| All | +199.6% | +51.6% | +148.0% | +144.5% |
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