+395.5%
B vs GDDY
+390.3%
+5.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | +6.3% | +6.8% | -0.5% | +5.7% |
| 3M | +12.1% | +30.5% | -18.3% | +9.3% |
| 6M | -3.1% | +13.3% | -16.4% | -4.7% |
| YTD | +2.0% | -21.0% | +22.9% | +3.5% |
| 1Y | +51.7% | -34.0% | +85.7% | +56.6% |
| 3Y | +190.5% | +33.1% | +157.4% | +177.7% |
| 5Y | +158.0% | +30.3% | +127.7% | +145.6% |
| 10Y | +205.5% | +205.5% | 0.0% | +175.5% |
| All | +395.5% | +390.3% | +5.1% | +297.0% |
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 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