-9.8%
CG vs GDDY
+5.5%
-15.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.3% | -2.7% |
| 7D | -9.8% | -7.0% | -2.8% | -9.0% |
| 30D | -10.3% | +6.2% | -16.5% | -10.9% |
| 3M | -1.7% | +20.0% | -21.7% | -4.7% |
| 6M | -9.8% | +6.8% | -16.6% | -9.0% |
| All | -9.8% | +5.5% | -15.4% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling