-38.9%
CLX vs GDDY
+29.8%
-68.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -17.0% | +6.8% | -23.8% | -17.8% |
| 3M | -9.7% | +30.5% | -40.1% | -12.5% |
| 6M | -19.8% | +13.3% | -33.2% | -21.5% |
| YTD | -9.8% | -21.0% | +11.1% | -8.5% |
| 1Y | -26.2% | -34.0% | +7.8% | -23.5% |
| 3Y | -36.2% | +33.1% | -69.3% | -39.1% |
| All | -38.9% | +29.8% | -68.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling