+24.5%
CLS vs GDDY
+0.3%
+24.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.2% |
| 7D | +20.1% | -8.1% | +28.2% | +18.8% |
| 30D | +6.0% | +2.3% | +3.7% | +6.6% |
| 3M | -10.3% | +14.7% | -25.0% | -4.2% |
| 6M | +24.5% | +2.1% | +22.4% | +31.6% |
| All | +24.5% | +0.3% | +24.2% | +31.6% |
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