+353.8%
CME vs GDDY
+381.9%
-28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.7% |
| 7D | -2.4% | -7.0% | +4.6% | -1.4% |
| 30D | +6.2% | +6.2% | 0.0% | +5.0% |
| 3M | +4.4% | +20.0% | -15.7% | +0.6% |
| 6M | -9.6% | +6.8% | -16.5% | -11.7% |
| YTD | +3.8% | -22.3% | +26.1% | +6.4% |
| 1Y | +9.5% | -33.5% | +43.1% | +15.0% |
| 3Y | +51.9% | +29.2% | +22.7% | +39.0% |
| 5Y | +78.7% | +28.1% | +50.6% | +61.1% |
| 10Y | +279.7% | +200.2% | +79.5% | +203.9% |
| All | +353.8% | +381.9% | -28.1% | +260.3% |
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