-39.7%
CAG vs GDDY
+30.8%
-70.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -2.4% | +6.8% | -9.2% | -3.1% |
| 3M | +9.8% | +30.5% | -20.7% | +7.9% |
| 6M | -10.8% | +13.3% | -24.2% | -12.0% |
| YTD | -10.8% | -21.0% | +10.1% | -11.7% |
| 1Y | -19.0% | -34.0% | +15.0% | -19.6% |
| 3Y | -39.7% | +33.1% | -72.7% | -43.6% |
| All | -39.7% | +30.8% | -70.5% | -43.6% |
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 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