+25.2%
COP vs GDDY
+30.8%
-5.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.1% |
| 7D | +2.3% | -3.2% | +5.5% | +2.4% |
| 30D | +8.6% | +6.8% | +1.8% | +8.2% |
| 3M | +19.9% | +30.5% | -10.6% | +16.9% |
| 6M | +19.0% | +13.3% | +5.7% | +17.2% |
| YTD | +50.0% | -21.0% | +70.9% | +54.2% |
| 1Y | +50.5% | -34.0% | +84.5% | +58.9% |
| 3Y | +25.2% | +33.1% | -7.9% | +30.3% |
| All | +25.2% | +30.8% | -5.6% | +30.3% |
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