+7.4%
CNH vs GDDY
+30.8%
-23.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -5.7% | -3.2% | -2.5% | -5.3% |
| 30D | +26.6% | +6.8% | +19.8% | +25.5% |
| 3M | +31.1% | +30.5% | +0.6% | +26.1% |
| 6M | +24.9% | +13.3% | +11.5% | +21.6% |
| YTD | +48.7% | -21.0% | +69.7% | +56.9% |
| 1Y | +22.2% | -34.0% | +56.2% | +34.8% |
| 3Y | +7.4% | +33.1% | -25.6% | -9.8% |
| All | +7.4% | +30.8% | -23.3% | -9.8% |
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