-10.8%
CAG vs GDDY
+7.3%
-18.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | -5.7% | -3.2% | -2.5% | -5.1% |
| 30D | -2.4% | +6.8% | -9.2% | -4.3% |
| 3M | +9.8% | +30.5% | -20.7% | +3.5% |
| 6M | -10.8% | +13.3% | -24.2% | -14.3% |
| All | -10.8% | +7.3% | -18.1% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling