+67.0%
CL vs GDDY
+364.4%
-297.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.4% |
| 7D | -1.4% | -7.6% | +6.3% | -0.6% |
| 30D | -5.2% | +2.0% | -7.2% | -5.5% |
| 3M | +3.3% | +15.1% | -11.8% | +1.5% |
| 6M | -4.4% | -1.1% | -3.2% | -4.9% |
| YTD | +13.9% | -25.1% | +39.1% | +16.1% |
| 1Y | +7.6% | -37.3% | +44.9% | +11.6% |
| 3Y | +29.6% | +24.5% | +5.0% | +24.1% |
| 5Y | +28.1% | +23.5% | +4.5% | +21.5% |
| 10Y | +53.4% | +185.0% | -131.6% | +33.1% |
| All | +67.0% | +364.4% | -297.4% | +43.7% |
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