+142.1%
CI vs GDDY
+207.2%
-65.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.6% |
| 30D | +1.8% | +6.8% | -5.0% | -0.1% |
| 3M | -4.2% | +30.5% | -34.7% | -11.0% |
| 6M | +8.8% | +13.3% | -4.5% | +3.7% |
| YTD | +3.7% | -21.0% | +24.7% | +7.6% |
| 1Y | -6.1% | -34.0% | +27.9% | +1.9% |
| 3Y | +4.5% | +33.1% | -28.6% | -10.3% |
| 5Y | +50.5% | +30.3% | +20.2% | +25.4% |
| All | +142.1% | +207.2% | -65.1% | +52.0% |
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 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