+503.2%
CMI vs GDDY
+207.2%
+296.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.9% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | -12.4% | +6.8% | -19.2% | -13.9% |
| 3M | -14.8% | +30.5% | -45.2% | -20.8% |
| 6M | +0.8% | +13.3% | -12.5% | -4.4% |
| YTD | +10.2% | -21.0% | +31.2% | +13.6% |
| 1Y | +37.4% | -34.0% | +71.4% | +48.3% |
| 3Y | +153.3% | +33.1% | +120.2% | +121.7% |
| 5Y | +167.6% | +30.3% | +137.3% | +131.2% |
| All | +503.2% | +207.2% | +296.0% | +299.2% |
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 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