+336.8%
AVGO vs GDDY
+30.8%
+306.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | 0.0% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | -13.0% | +6.8% | -19.8% | -14.2% |
| 3M | -6.0% | +30.5% | -36.4% | -13.1% |
| 6M | +6.4% | +13.3% | -7.0% | +1.1% |
| YTD | +5.0% | -21.0% | +25.9% | +14.6% |
| 1Y | +1.4% | -34.0% | +35.4% | +19.9% |
| 3Y | +336.8% | +33.1% | +303.7% | +290.2% |
| All | +336.8% | +30.8% | +306.0% | +290.2% |
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