+389.5%
AXP vs GDDY
+364.4%
+25.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +2.3% |
| 7D | +0.6% | -7.6% | +8.2% | +2.7% |
| 30D | -4.3% | +2.0% | -6.3% | -5.3% |
| 3M | +4.7% | +15.1% | -10.4% | -1.3% |
| 6M | +9.0% | -1.1% | +10.1% | +6.6% |
| YTD | -11.1% | -25.1% | +14.0% | -6.1% |
| 1Y | +1.3% | -37.3% | +38.6% | +12.9% |
| 3Y | +114.5% | +24.5% | +89.9% | +90.8% |
| 5Y | +118.0% | +23.5% | +94.5% | +92.1% |
| 10Y | +464.9% | +185.0% | +279.9% | +324.2% |
| All | +389.5% | +364.4% | +25.1% | +258.4% |
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