+7.2%
AWK vs GDDY
+30.8%
-23.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +2.1% | +6.8% | -4.8% | +1.7% |
| 3M | +11.4% | +30.5% | -19.1% | +10.3% |
| 6M | +3.9% | +13.3% | -9.4% | +3.0% |
| YTD | +7.7% | -21.0% | +28.7% | +8.8% |
| 1Y | +1.3% | -34.0% | +35.3% | +3.3% |
| 3Y | +7.2% | +33.1% | -25.9% | -18.3% |
| All | +7.2% | +30.8% | -23.6% | -18.3% |
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 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