-6.8%
AVGO vs GDDY
-11.8%
+5.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -1.3% |
| 7D | -7.5% | +11.1% | -18.5% | -5.8% |
| 30D | -10.2% | +18.6% | -28.8% | -7.7% |
| 3M | -22.0% | +32.8% | -54.8% | -18.6% |
| 6M | -21.6% | +34.0% | -55.6% | -17.4% |
| YTD | -5.4% | -4.6% | -0.8% | -0.6% |
| 1Y | -6.8% | -12.5% | +5.6% | -6.0% |
| All | -6.8% | -11.8% | +5.0% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling