+113.7%
AXP vs GDDY
+29.8%
+84.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +0.3% |
| 30D | -5.6% | +6.8% | -12.4% | -7.9% |
| 3M | +2.2% | +30.5% | -28.2% | -7.8% |
| 6M | +6.7% | +13.3% | -6.6% | -0.1% |
| YTD | -11.5% | -21.0% | +9.4% | -6.3% |
| 1Y | -0.4% | -34.0% | +33.6% | +13.0% |
| 3Y | +113.0% | +33.1% | +79.9% | +76.4% |
| All | +113.7% | +29.8% | +84.0% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling