+421.5%
CARR vs GDDY
+137.1%
+284.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.3% |
| 30D | -8.9% | +6.8% | -15.7% | -10.2% |
| 3M | -17.3% | +30.5% | -47.8% | -22.5% |
| 6M | -1.4% | +13.3% | -14.7% | -5.5% |
| YTD | +10.0% | -21.0% | +31.0% | +13.5% |
| 1Y | -6.4% | -34.0% | +27.6% | +0.6% |
| 3Y | +1.5% | +33.1% | -31.5% | -7.2% |
| 5Y | +9.3% | +30.3% | -21.0% | -0.1% |
| All | +421.5% | +137.1% | +284.4% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling