+228.8%
CF vs GDDY
+27.3%
+201.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.5% |
| 7D | -2.0% | -7.0% | +5.0% | -1.1% |
| 30D | +15.3% | +6.2% | +9.1% | +14.2% |
| 3M | +24.3% | +20.0% | +4.3% | +20.3% |
| 6M | +23.9% | +6.8% | +17.1% | +21.4% |
| YTD | +77.3% | -22.3% | +99.6% | +84.4% |
| 1Y | +58.7% | -33.5% | +92.2% | +70.6% |
| 3Y | +72.8% | +29.2% | +43.6% | +52.4% |
| 5Y | +228.8% | +28.1% | +200.7% | +221.9% |
| All | +228.8% | +27.3% | +201.4% | +221.9% |
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