+423.6%
COMP vs GDDY
+30.4%
+393.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.6% |
| 3M | -23.5% | +13.6% | -37.1% | -26.9% |
| 6M | +25.7% | +33.7% | -7.9% | +13.0% |
| YTD | -3.4% | -8.0% | +4.6% | -3.2% |
| 1Y | +7.6% | -12.9% | +20.5% | +9.8% |
| 3Y | +423.6% | +29.3% | +394.3% | +128.5% |
| All | +423.6% | +30.4% | +393.2% | +128.5% |
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