-25.6%
CG vs GDDY
-29.3%
+3.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -4.3% | +3.7% | -8.0% | -5.0% |
| 30D | -5.1% | +10.4% | -15.5% | -6.8% |
| 3M | +8.7% | +19.4% | -10.7% | +4.0% |
| 6M | -9.2% | +14.3% | -23.5% | -12.6% |
| YTD | -18.9% | -18.4% | -0.5% | -13.8% |
| 1Y | -25.6% | -30.1% | +4.5% | -14.8% |
| All | -25.6% | -29.3% | +3.7% | -14.8% |
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