+305.2%
CG vs GDDY
+207.2%
+97.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.4% |
| 7D | -9.9% | -3.2% | -6.7% | -8.8% |
| 30D | -11.7% | +6.8% | -18.5% | -14.6% |
| 3M | -4.3% | +30.5% | -34.7% | -17.4% |
| 6M | -8.8% | +13.3% | -22.1% | -17.0% |
| YTD | -26.9% | -21.0% | -5.9% | -22.1% |
| 1Y | -35.4% | -34.0% | -1.4% | -25.2% |
| 3Y | +43.0% | +33.1% | +10.0% | +15.1% |
| 5Y | +1.9% | +30.3% | -28.4% | -17.8% |
| All | +305.2% | +207.2% | +97.9% | +142.3% |
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