-49.7%
COMP vs GDDY
+22.3%
-72.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -6.9% |
| 7D | -8.4% | -7.0% | -1.4% | -4.6% |
| 30D | -20.2% | +6.2% | -26.4% | -23.8% |
| 3M | +28.1% | +20.0% | +8.0% | +8.9% |
| 6M | +14.9% | +6.8% | +8.0% | +4.0% |
| YTD | -4.2% | -22.3% | +18.2% | +8.1% |
| 1Y | +10.2% | -33.5% | +43.8% | +39.2% |
| 3Y | +203.3% | +29.2% | +174.1% | +71.5% |
| 5Y | -29.2% | +28.1% | -57.3% | -57.5% |
| All | -49.7% | +22.3% | -72.0% | -69.7% |
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 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