+274.2%
CME vs GDDY
+207.2%
+67.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | +5.6% | +6.8% | -1.2% | +4.1% |
| 3M | +5.6% | +30.5% | -24.9% | -0.4% |
| 6M | -8.3% | +13.3% | -21.6% | -11.7% |
| YTD | +4.3% | -21.0% | +25.3% | +7.3% |
| 1Y | +9.1% | -34.0% | +43.1% | +16.1% |
| 3Y | +52.1% | +33.1% | +19.0% | +34.5% |
| 5Y | +79.7% | +30.3% | +49.3% | +56.0% |
| All | +274.2% | +207.2% | +67.0% | +165.0% |
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