+457.5%
ASX vs GDDY
+28.5%
+429.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -3.3% |
| 7D | +6.5% | -7.0% | +13.5% | +6.6% |
| 30D | +3.1% | +6.2% | -3.1% | +2.9% |
| 3M | +17.4% | +20.0% | -2.7% | +14.1% |
| 6M | +85.4% | +6.8% | +78.6% | +82.7% |
| YTD | +150.1% | -22.3% | +172.4% | +168.9% |
| 1Y | +256.3% | -33.5% | +289.8% | +302.7% |
| All | +457.5% | +28.5% | +429.0% | +351.7% |
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 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