-28.7%
COMP vs GDDY
+24.6%
-53.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.2% |
| 7D | +0.8% | -8.1% | +9.0% | +6.3% |
| 30D | -13.9% | +2.3% | -16.2% | -15.9% |
| 3M | +30.7% | +14.7% | +16.0% | +13.3% |
| 6M | +18.7% | +2.1% | +16.6% | +10.1% |
| YTD | +1.0% | -24.6% | +25.6% | +17.4% |
| 1Y | +15.1% | -37.1% | +52.2% | +54.7% |
| 3Y | +219.8% | +25.5% | +194.3% | +65.1% |
| 5Y | -28.7% | +24.2% | -52.9% | -58.6% |
| All | -28.7% | +24.6% | -53.2% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling