+10.9%
CMG vs GDDY
-11.8%
+22.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +5.2% |
| 7D | +22.5% | +11.1% | +11.5% | +20.7% |
| 30D | +14.1% | +18.6% | -4.5% | +11.3% |
| 3M | +4.1% | +32.8% | -28.7% | -0.3% |
| 6M | +10.1% | +34.0% | -24.0% | +3.6% |
| YTD | -4.9% | -4.6% | -0.2% | -0.8% |
| 1Y | +10.9% | -12.5% | +23.4% | +26.2% |
| All | +10.9% | -11.8% | +22.7% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling