+293.7%
CDW vs GDDY
+207.2%
+86.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.1% |
| 30D | +13.1% | +6.8% | +6.3% | +10.0% |
| 3M | +19.7% | +30.5% | -10.8% | +6.1% |
| 6M | +30.7% | +13.3% | +17.4% | +22.1% |
| YTD | +14.7% | -21.0% | +35.7% | +21.8% |
| 1Y | -5.3% | -34.0% | +28.7% | +7.5% |
| 3Y | -23.8% | +33.1% | -56.9% | -36.9% |
| 5Y | -16.8% | +30.3% | -47.1% | -32.1% |
| All | +293.7% | +207.2% | +86.5% | +138.2% |
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