+43.8%
BABA vs GDDY
+364.4%
-320.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +1.7% |
| 7D | -0.2% | -7.6% | +7.5% | +1.8% |
| 30D | -12.3% | +2.0% | -14.3% | -13.2% |
| 3M | -5.3% | +15.1% | -20.4% | -10.9% |
| 6M | -13.1% | -1.1% | -11.9% | -15.2% |
| YTD | -22.4% | -25.1% | +2.7% | -18.5% |
| 1Y | -19.5% | -37.3% | +17.8% | -10.8% |
| 3Y | +32.9% | +24.5% | +8.4% | +13.6% |
| 5Y | -29.9% | +23.5% | -53.4% | -40.5% |
| 10Y | +16.7% | +185.0% | -168.3% | -18.3% |
| All | +43.8% | +364.4% | -320.6% | -0.6% |
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