+1.5%
CARR vs GDDY
+30.8%
-29.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.4% |
| 30D | -8.9% | +6.8% | -15.7% | -9.8% |
| 3M | -17.3% | +30.5% | -47.8% | -21.8% |
| 6M | -1.4% | +13.3% | -14.7% | -4.8% |
| YTD | +10.0% | -21.0% | +31.0% | +15.5% |
| 1Y | -6.4% | -34.0% | +27.6% | +3.1% |
| 3Y | +1.5% | +33.1% | -31.5% | -9.0% |
| All | +1.5% | +30.8% | -29.2% | -9.0% |
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