+201.4%
B vs GDDY
+207.2%
-5.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +6.3% | +6.8% | -0.5% | +5.6% |
| 3M | +12.1% | +30.5% | -18.3% | +8.9% |
| 6M | -3.1% | +13.3% | -16.4% | -4.9% |
| YTD | +2.0% | -21.0% | +22.9% | +3.8% |
| 1Y | +51.7% | -34.0% | +85.7% | +57.6% |
| 3Y | +190.5% | +33.1% | +157.4% | +175.0% |
| 5Y | +158.0% | +30.3% | +127.7% | +142.8% |
| All | +201.4% | +207.2% | -5.8% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling