+7.6%
COMP vs GDDY
-13.9%
+21.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +16.6% | +10.4% | +6.1% | +13.1% |
| 3M | -23.5% | +13.6% | -37.1% | -26.4% |
| 6M | +25.7% | +33.7% | -7.9% | +15.0% |
| YTD | -3.4% | -8.0% | +4.6% | -10.2% |
| 1Y | +7.6% | -12.9% | +20.5% | +0.2% |
| All | +7.6% | -13.9% | +21.5% | +0.2% |
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