+225.6%
COMP vs GDDY
+24.8%
+200.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | +0.8% | -8.1% | +9.0% | +3.7% |
| 30D | -13.9% | +2.3% | -16.2% | -14.7% |
| 3M | +30.7% | +14.7% | +16.0% | +22.2% |
| 6M | +18.7% | +2.1% | +16.6% | +15.2% |
| YTD | +1.0% | -24.6% | +25.6% | +10.0% |
| 1Y | +15.1% | -37.1% | +52.2% | +35.1% |
| All | +225.6% | +24.8% | +200.8% | +57.4% |
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