+32.6%
CMS vs GDDY
+28.5%
+4.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.8% |
| 7D | -1.3% | -7.0% | +5.7% | -1.2% |
| 30D | -2.8% | +6.2% | -9.0% | -3.0% |
| 3M | -7.1% | +20.0% | -27.2% | -7.6% |
| 6M | -10.0% | +6.8% | -16.9% | -10.3% |
| YTD | -0.9% | -22.3% | +21.4% | -0.2% |
| 1Y | -2.0% | -33.5% | +31.5% | -0.7% |
| All | +32.6% | +28.5% | +4.1% | +24.7% |
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 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