+415.5%
CNQ vs GDDY
+207.2%
+208.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +6.2% | +6.8% | -0.6% | +3.6% |
| 3M | +12.4% | +30.5% | -18.1% | +1.0% |
| 6M | +9.0% | +13.3% | -4.3% | +1.4% |
| YTD | +52.2% | -21.0% | +73.2% | +58.4% |
| 1Y | +65.0% | -34.0% | +99.0% | +82.8% |
| 3Y | +78.8% | +33.1% | +45.8% | +44.2% |
| 5Y | +286.0% | +30.3% | +255.7% | +201.2% |
| All | +415.5% | +207.2% | +208.3% | +201.1% |
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