+10.2%
COMP vs GDDY
-35.4%
+45.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -5.8% |
| 7D | -8.4% | -7.0% | -1.4% | -6.9% |
| 30D | -20.2% | +6.2% | -26.4% | -21.4% |
| 3M | +28.1% | +20.0% | +8.0% | +20.5% |
| 6M | +14.9% | +6.8% | +8.0% | +11.1% |
| YTD | -4.2% | -22.3% | +18.2% | -1.8% |
| 1Y | +10.2% | -33.5% | +43.8% | +13.9% |
| All | +10.2% | -35.4% | +45.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling