+287.5%
CAH vs GDDY
+207.2%
+80.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -5.1% | -3.2% | -1.9% | -4.7% |
| 30D | +0.2% | +6.8% | -6.6% | -1.1% |
| 3M | +6.3% | +30.5% | -24.2% | +1.0% |
| 6M | +9.4% | +13.3% | -3.9% | +5.7% |
| YTD | +15.0% | -21.0% | +35.9% | +17.9% |
| 1Y | +55.4% | -34.0% | +89.4% | +64.5% |
| 3Y | +173.8% | +33.1% | +140.8% | +146.9% |
| 5Y | +395.2% | +30.3% | +364.9% | +339.1% |
| All | +287.5% | +207.2% | +80.2% | +185.5% |
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