+95.4%
CAT vs GDDY
-29.3%
+124.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.2% |
| 7D | +1.7% | +3.7% | -2.0% | +2.6% |
| 30D | -6.6% | +10.4% | -17.0% | -4.1% |
| 3M | -13.3% | +19.4% | -32.7% | -8.0% |
| 6M | +11.6% | +14.3% | -2.7% | +18.3% |
| YTD | +42.9% | -18.4% | +61.3% | +46.9% |
| 1Y | +95.4% | -30.1% | +125.5% | +104.6% |
| All | +95.4% | -29.3% | +124.8% | +104.6% |
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