+184.7%
CG vs GDDY
+381.9%
-197.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.3% | -3.5% |
| 7D | -9.8% | -7.0% | -2.8% | -7.5% |
| 30D | -10.3% | +6.2% | -16.5% | -12.7% |
| 3M | -1.7% | +20.0% | -21.7% | -10.6% |
| 6M | -9.8% | +6.8% | -16.6% | -14.9% |
| YTD | -25.6% | -22.3% | -3.3% | -20.9% |
| 1Y | -32.5% | -33.5% | +1.0% | -23.7% |
| 3Y | +45.6% | +29.2% | +16.4% | +24.0% |
| 5Y | +3.7% | +28.1% | -24.4% | -11.8% |
| 10Y | +321.1% | +200.2% | +120.8% | +181.9% |
| All | +184.7% | +381.9% | -197.2% | +79.1% |
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