+292.4%
C vs GDDY
+207.2%
+85.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.3% |
| 7D | +0.8% | -3.2% | +4.0% | +1.7% |
| 30D | +0.9% | +6.8% | -5.9% | -1.7% |
| 3M | +1.1% | +30.5% | -29.4% | -9.6% |
| 6M | +28.4% | +13.3% | +15.1% | +19.3% |
| YTD | +20.8% | -21.0% | +41.7% | +26.3% |
| 1Y | +43.4% | -34.0% | +77.4% | +60.1% |
| 3Y | +274.9% | +33.1% | +241.8% | +209.3% |
| 5Y | +136.7% | +30.3% | +106.4% | +90.2% |
| All | +292.4% | +207.2% | +85.2% | +123.9% |
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 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