+329.8%
CFG vs GDDY
+368.0%
-38.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -0.6% | -8.1% | +7.5% | +1.6% |
| 30D | -4.5% | +2.3% | -6.8% | -5.6% |
| 3M | +6.3% | +14.7% | -8.4% | +0.5% |
| 6M | +20.6% | +2.1% | +18.5% | +16.9% |
| YTD | +21.2% | -24.6% | +45.8% | +27.6% |
| 1Y | +38.2% | -37.1% | +75.3% | +53.6% |
| 3Y | +185.9% | +25.5% | +160.4% | +151.9% |
| 5Y | +97.0% | +24.2% | +72.8% | +70.8% |
| 10Y | +306.8% | +191.6% | +115.2% | +187.0% |
| All | +329.8% | +368.0% | -38.2% | +197.4% |
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