+97.9%
CB vs GDDY
+29.8%
+68.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -1.2% | +6.8% | -8.0% | -2.1% |
| 3M | +3.8% | +30.5% | -26.7% | -0.1% |
| 6M | +5.8% | +13.3% | -7.6% | +3.2% |
| YTD | +9.4% | -21.0% | +30.3% | +11.7% |
| 1Y | +20.7% | -34.0% | +54.7% | +26.3% |
| 3Y | +70.1% | +33.1% | +37.0% | +57.3% |
| All | +97.9% | +29.8% | +68.2% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling