-4.9%
CARR vs GDDY
-11.2%
+6.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.4% |
| 7D | -4.2% | +13.4% | -17.6% | -3.9% |
| 30D | -4.7% | +22.3% | -27.1% | -4.4% |
| 3M | -18.3% | +30.9% | -49.2% | -17.9% |
| 6M | -16.4% | +37.3% | -53.7% | -16.8% |
| YTD | +2.3% | -3.2% | +5.5% | +10.0% |
| 1Y | -4.9% | -9.8% | +4.8% | +8.8% |
| All | -4.9% | -11.2% | +6.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling