+15.2%
BABA vs GDDY
+207.2%
-192.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.7% |
| 30D | -12.7% | +6.8% | -19.5% | -15.0% |
| 3M | -3.0% | +30.5% | -33.5% | -13.3% |
| 6M | -19.1% | +13.3% | -32.4% | -24.9% |
| YTD | -24.7% | -21.0% | -3.8% | -21.5% |
| 1Y | -29.0% | -34.0% | +5.0% | -21.1% |
| 3Y | +30.9% | +33.1% | -2.1% | +4.4% |
| 5Y | -30.9% | +30.3% | -61.2% | -45.4% |
| All | +15.2% | +207.2% | -192.0% | -43.7% |
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