+116.0%
CMS vs GDDY
+207.2%
-91.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.9% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -4.1% | +6.8% | -10.9% | -4.7% |
| 3M | -7.1% | +30.5% | -37.5% | -9.4% |
| 6M | -10.1% | +13.3% | -23.4% | -11.5% |
| YTD | -1.7% | -21.0% | +19.2% | -0.4% |
| 1Y | -3.4% | -34.0% | +30.6% | -0.5% |
| 3Y | +31.6% | +33.1% | -1.5% | +24.8% |
| 5Y | +23.3% | +30.3% | -7.0% | +15.9% |
| All | +116.0% | +207.2% | -91.2% | +76.6% |
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