+220.4%
AWK vs GDDY
+390.3%
-169.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | +2.1% | +6.8% | -4.8% | +1.2% |
| 3M | +11.4% | +30.5% | -19.1% | +7.6% |
| 6M | +3.9% | +13.3% | -9.4% | +1.6% |
| YTD | +7.7% | -21.0% | +28.7% | +9.6% |
| 1Y | +1.3% | -34.0% | +35.3% | +5.3% |
| 3Y | +7.2% | +33.1% | -25.9% | -0.2% |
| 5Y | -17.0% | +30.3% | -47.3% | -23.3% |
| 10Y | +131.6% | +205.5% | -73.9% | +96.8% |
| All | +220.4% | +390.3% | -169.9% | +168.7% |
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