+339.3%
CDW vs GDDY
+368.0%
-28.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | -4.2% | -8.1% | +3.9% | -1.6% |
| 30D | +4.9% | +2.3% | +2.5% | +3.8% |
| 3M | +7.3% | +14.7% | -7.5% | +0.9% |
| 6M | +19.2% | +2.1% | +17.1% | +16.3% |
| YTD | +6.2% | -24.6% | +30.7% | +13.5% |
| 1Y | -14.0% | -37.1% | +23.1% | -2.8% |
| 3Y | -30.0% | +25.5% | -55.5% | -38.5% |
| 5Y | -23.6% | +24.2% | -47.8% | -33.7% |
| 10Y | +269.4% | +191.6% | +77.8% | +163.5% |
| All | +339.3% | +368.0% | -28.7% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling