-23.8%
CDW vs GDDY
+30.8%
-54.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.3% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | +13.1% | +6.8% | +6.3% | +10.7% |
| 3M | +19.7% | +30.5% | -10.8% | +8.4% |
| 6M | +30.7% | +13.3% | +17.4% | +23.7% |
| YTD | +14.7% | -21.0% | +35.7% | +19.1% |
| 1Y | -5.3% | -34.0% | +28.7% | +2.9% |
| 3Y | -23.8% | +33.1% | -56.9% | -33.0% |
| All | -23.8% | +30.8% | -54.6% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling