+226.0%
AZN vs GDDY
+390.3%
-164.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | +1.1% | +6.8% | -5.8% | 0.0% |
| 3M | -12.1% | +30.5% | -42.6% | -15.8% |
| 6M | -17.1% | +13.3% | -30.5% | -19.4% |
| YTD | -12.0% | -21.0% | +9.0% | -10.0% |
| 1Y | -0.2% | -34.0% | +33.8% | +4.7% |
| 3Y | +26.8% | +33.1% | -6.3% | +17.1% |
| 5Y | +56.9% | +30.3% | +26.6% | +43.3% |
| 10Y | +226.7% | +205.5% | +21.2% | +154.3% |
| All | +226.0% | +390.3% | -164.4% | +146.9% |
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 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