+60.1%
CF vs GDDY
-33.9%
+94.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.0% |
| 7D | -2.0% | -7.0% | +5.0% | -2.2% |
| 30D | +15.3% | +6.2% | +9.1% | +15.8% |
| 3M | +24.3% | +20.0% | +4.3% | +26.3% |
| 6M | +23.9% | +6.8% | +17.1% | +25.8% |
| YTD | +77.3% | -22.3% | +99.6% | +89.5% |
| All | +60.1% | -33.9% | +94.0% | +88.5% |
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