+311.3%
ARM vs GDDY
+23.4%
+287.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.3% | +12.1% | +5.5% |
| 7D | +11.4% | -7.6% | +19.0% | +13.0% |
| 30D | -7.4% | +2.0% | -9.4% | -8.5% |
| 3M | -24.5% | +15.1% | -39.6% | -30.7% |
| 6M | +128.7% | -1.1% | +129.8% | +121.9% |
| YTD | +139.3% | -25.1% | +164.4% | +168.4% |
| 1Y | +88.0% | -37.3% | +125.2% | +133.2% |
| All | +311.3% | +23.4% | +287.9% | +252.0% |
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 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