-7.1%
CMG vs GDDY
+30.8%
-37.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.5% |
| 30D | +10.9% | +6.8% | +4.1% | +8.8% |
| 3M | +15.8% | +30.5% | -14.6% | +6.5% |
| 6M | +6.9% | +13.3% | -6.4% | +1.5% |
| YTD | -2.2% | -21.0% | +18.8% | +2.9% |
| 1Y | -7.1% | -34.0% | +26.9% | +3.7% |
| 3Y | -7.1% | +33.1% | -40.2% | -5.4% |
| All | -7.1% | +30.8% | -37.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling