+0.4%
CMS vs GDDY
-11.8%
+12.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.3% |
| 7D | +4.1% | +11.1% | -7.0% | +3.9% |
| 30D | +10.9% | +18.6% | -7.8% | +10.7% |
| 3M | -0.2% | +32.8% | -33.1% | -0.5% |
| 6M | -4.7% | +34.0% | -38.8% | -5.2% |
| YTD | +3.9% | -4.6% | +8.5% | +1.9% |
| 1Y | +0.4% | -12.5% | +12.8% | -1.3% |
| All | +0.4% | -11.8% | +12.2% | -1.3% |
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 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