+1,247.9%
CAT vs GDDY
+368.0%
+879.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +2.9% | -8.1% | +11.1% | +4.3% |
| 30D | -2.6% | +2.3% | -4.9% | -3.4% |
| 3M | -10.7% | +14.7% | -25.4% | -14.4% |
| 6M | +16.1% | +2.1% | +14.1% | +13.0% |
| YTD | +43.2% | -24.6% | +67.8% | +48.0% |
| 1Y | +96.8% | -37.1% | +134.0% | +111.6% |
| 3Y | +201.4% | +25.5% | +175.9% | +173.1% |
| 5Y | +332.7% | +24.2% | +308.4% | +286.5% |
| 10Y | +1,157.1% | +191.6% | +965.5% | +867.7% |
| All | +1,247.9% | +368.0% | +879.9% | +943.6% |
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 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