+3,676.8%
AVGO vs GDDY
+390.3%
+3,286.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.0% |
| 30D | -13.0% | +6.8% | -19.8% | -15.6% |
| 3M | -6.0% | +30.5% | -36.4% | -17.3% |
| 6M | +6.4% | +13.3% | -7.0% | -2.7% |
| YTD | +5.0% | -21.0% | +25.9% | +9.3% |
| 1Y | +1.4% | -34.0% | +35.4% | +13.1% |
| 3Y | +336.8% | +33.1% | +303.7% | +262.4% |
| 5Y | +698.2% | +30.3% | +667.9% | +555.9% |
| 10Y | +2,837.0% | +205.5% | +2,631.5% | +1,753.4% |
| All | +3,676.8% | +390.3% | +3,286.5% | +2,220.3% |
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