+110.4%
AXP vs GDDY
+28.5%
+81.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | -2.8% | -7.0% | +4.2% | -1.4% |
| 30D | -5.9% | +6.2% | -12.1% | -7.4% |
| 3M | +2.6% | +20.0% | -17.4% | -3.1% |
| 6M | +6.4% | +6.8% | -0.4% | +3.0% |
| YTD | -12.6% | -22.3% | +9.7% | -7.0% |
| 1Y | +0.2% | -33.5% | +33.8% | +12.1% |
| All | +110.4% | +28.5% | +81.9% | +97.9% |
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