-4.4%
CLX vs GDDY
+207.2%
-211.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -5.7% | -3.2% | -2.5% | -5.5% |
| 30D | -17.0% | +6.8% | -23.8% | -17.6% |
| 3M | -9.7% | +30.5% | -40.1% | -11.8% |
| 6M | -19.8% | +13.3% | -33.2% | -21.0% |
| YTD | -9.8% | -21.0% | +11.1% | -8.9% |
| 1Y | -26.2% | -34.0% | +7.8% | -24.3% |
| 3Y | -36.2% | +33.1% | -69.3% | -38.1% |
| 5Y | -38.3% | +30.3% | -68.7% | -40.4% |
| All | -4.4% | +207.2% | -211.6% | -18.8% |
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