+61.7%
CF vs GDDY
-29.3%
+91.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.3% |
| 7D | +6.0% | +3.7% | +2.3% | +6.2% |
| 30D | +14.8% | +10.4% | +4.5% | +15.5% |
| 3M | +14.1% | +19.4% | -5.4% | +15.9% |
| 6M | +28.5% | +14.3% | +14.3% | +30.7% |
| YTD | +74.9% | -18.4% | +93.3% | +84.7% |
| 1Y | +61.7% | -30.1% | +91.8% | +78.5% |
| All | +61.7% | -29.3% | +91.0% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling