+56.1%
CDE vs GDDY
+207.2%
-151.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | +9.5% | +6.8% | +2.7% | +6.4% |
| 3M | +25.5% | +30.5% | -5.0% | +11.6% |
| 6M | -7.9% | +13.3% | -21.2% | -15.2% |
| YTD | +15.6% | -21.0% | +36.5% | +21.1% |
| 1Y | +34.0% | -34.0% | +68.0% | +50.3% |
| 3Y | +791.9% | +33.1% | +758.8% | +633.0% |
| 5Y | +197.7% | +30.3% | +167.4% | +145.4% |
| All | +56.1% | +207.2% | -151.2% | -7.9% |
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 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