+178.2%
CMG vs GDDY
+390.3%
-212.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | +10.9% | +6.8% | +4.1% | +8.1% |
| 3M | +15.8% | +30.5% | -14.6% | +4.9% |
| 6M | +6.9% | +13.3% | -6.4% | +0.5% |
| YTD | -2.2% | -21.0% | +18.8% | +2.1% |
| 1Y | -7.1% | -34.0% | +26.9% | +2.6% |
| 3Y | -7.1% | +33.1% | -40.2% | -19.5% |
| 5Y | -4.8% | +30.3% | -35.1% | -17.3% |
| 10Y | +324.3% | +205.5% | +118.8% | +230.1% |
| All | +178.2% | +390.3% | -212.1% | +113.7% |
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