-16.3%
CDW vs GDDY
+29.8%
-46.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.0% |
| 30D | +13.1% | +6.8% | +6.3% | +10.3% |
| 3M | +19.7% | +30.5% | -10.8% | +6.9% |
| 6M | +30.7% | +13.3% | +17.4% | +22.6% |
| YTD | +14.7% | -21.0% | +35.7% | +21.2% |
| 1Y | -5.3% | -34.0% | +28.7% | +6.4% |
| 3Y | -23.8% | +33.1% | -56.9% | -37.9% |
| All | -16.3% | +29.8% | -46.1% | -28.8% |
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