+184.8%
COP vs GDDY
+29.8%
+155.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | 0.0% |
| 7D | +2.3% | -3.2% | +5.5% | +2.7% |
| 30D | +8.6% | +6.8% | +1.8% | +7.5% |
| 3M | +19.9% | +30.5% | -10.6% | +14.0% |
| 6M | +19.0% | +13.3% | +5.7% | +15.3% |
| YTD | +50.0% | -21.0% | +70.9% | +54.9% |
| 1Y | +50.5% | -34.0% | +84.5% | +61.3% |
| 3Y | +25.2% | +33.1% | -7.9% | +12.1% |
| All | +184.8% | +29.8% | +155.0% | +175.0% |
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