+579.7%
CF vs GDDY
+207.2%
+372.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.4% |
| 30D | +11.5% | +6.8% | +4.6% | +9.1% |
| 3M | +25.5% | +30.5% | -4.9% | +15.0% |
| 6M | +11.8% | +13.3% | -1.5% | +5.3% |
| YTD | +74.6% | -21.0% | +95.5% | +81.2% |
| 1Y | +57.7% | -34.0% | +91.7% | +72.9% |
| 3Y | +74.2% | +33.1% | +41.1% | +45.8% |
| 5Y | +223.8% | +30.3% | +193.5% | +164.0% |
| All | +579.7% | +207.2% | +372.5% | +312.2% |
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