-44.8%
COMP vs GDDY
+28.5%
-73.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.9% |
| 7D | +1.4% | +3.7% | -2.3% | -0.9% |
| 30D | -13.3% | +10.4% | -23.7% | -18.9% |
| 3M | +41.1% | +19.4% | +21.7% | +21.2% |
| 6M | +17.2% | +14.3% | +2.9% | +1.6% |
| YTD | +5.2% | -18.4% | +23.6% | +15.4% |
| 1Y | +18.9% | -30.1% | +49.0% | +45.9% |
| 3Y | +215.9% | +39.4% | +176.5% | +69.0% |
| 5Y | -31.2% | +35.2% | -66.3% | -59.8% |
| All | -44.8% | +28.5% | -73.3% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling