+218.3%
COP vs GDDY
+390.3%
-172.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +3.0% |
| 30D | +8.6% | +6.8% | +1.8% | +6.3% |
| 3M | +19.9% | +30.5% | -10.6% | +9.4% |
| 6M | +19.0% | +13.3% | +5.7% | +12.0% |
| YTD | +50.0% | -21.0% | +70.9% | +55.2% |
| 1Y | +50.5% | -34.0% | +84.5% | +64.0% |
| 3Y | +25.2% | +33.1% | -7.9% | +6.3% |
| 5Y | +194.3% | +30.3% | +163.9% | +144.3% |
| 10Y | +342.9% | +205.5% | +137.4% | +197.3% |
| All | +218.3% | +390.3% | -172.0% | +106.7% |
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