+274.9%
C vs GDDY
+30.8%
+244.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | 0.0% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | +0.9% | +6.8% | -5.9% | -0.2% |
| 3M | +1.1% | +30.5% | -29.4% | -4.4% |
| 6M | +28.4% | +13.3% | +15.1% | +24.2% |
| YTD | +20.8% | -21.0% | +41.7% | +27.6% |
| 1Y | +43.4% | -34.0% | +77.4% | +59.1% |
| 3Y | +274.9% | +33.1% | +241.8% | +219.4% |
| All | +274.9% | +30.8% | +244.1% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling