-21.9%
CLX vs GDDY
-29.3%
+7.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -9.2% | +3.7% | -12.9% | -9.6% |
| 30D | -11.0% | +10.4% | -21.4% | -12.1% |
| 3M | +5.0% | +19.4% | -14.4% | +2.6% |
| 6M | -18.8% | +14.3% | -33.1% | -20.7% |
| YTD | -4.4% | -18.4% | +13.9% | -5.4% |
| 1Y | -21.9% | -30.1% | +8.2% | -22.5% |
| All | -21.9% | -29.3% | +7.5% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling