+1,144.3%
CAT vs GDDY
+207.2%
+937.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | -4.3% | +6.8% | -11.1% | -6.0% |
| 3M | -8.6% | +30.5% | -39.1% | -15.5% |
| 6M | +16.1% | +13.3% | +2.8% | +9.7% |
| YTD | +43.8% | -21.0% | +64.7% | +48.3% |
| 1Y | +91.5% | -34.0% | +125.5% | +107.2% |
| 3Y | +202.7% | +33.1% | +169.6% | +163.1% |
| 5Y | +335.1% | +30.3% | +304.8% | +271.6% |
| All | +1,144.3% | +207.2% | +937.1% | +717.4% |
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