+12.9%
CLX vs GDDY
+381.9%
-368.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | -5.9% | -7.0% | +1.2% | -5.4% |
| 30D | -17.0% | +6.2% | -23.2% | -17.5% |
| 3M | -9.6% | +20.0% | -29.6% | -11.0% |
| 6M | -21.5% | +6.8% | -28.3% | -22.2% |
| YTD | -8.8% | -22.3% | +13.5% | -7.8% |
| 1Y | -24.7% | -33.5% | +8.9% | -23.0% |
| 3Y | -35.6% | +29.2% | -64.9% | -37.2% |
| 5Y | -37.6% | +28.1% | -65.7% | -39.4% |
| 10Y | -2.4% | +200.2% | -202.6% | -10.7% |
| All | +12.9% | +381.9% | -368.9% | +2.6% |
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 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