-35.7%
AUR vs GDDY
+22.7%
-58.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.7% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -6.4% | +6.8% | -13.2% | -11.0% |
| 3M | +7.7% | +30.5% | -22.8% | -12.9% |
| 6M | +44.5% | +13.3% | +31.2% | +25.0% |
| YTD | +67.4% | -21.0% | +88.4% | +82.1% |
| 1Y | +15.4% | -34.0% | +49.4% | +43.2% |
| 3Y | +94.8% | +33.1% | +61.8% | +22.3% |
| 5Y | -35.1% | +30.3% | -65.4% | -55.8% |
| All | -35.7% | +22.7% | -58.4% | -56.3% |
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