+286.1%
COR vs GDDY
+381.9%
-95.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.1% |
| 7D | -4.8% | -7.0% | +2.2% | -3.9% |
| 30D | -3.7% | +6.2% | -9.9% | -4.6% |
| 3M | +14.3% | +20.0% | -5.7% | +10.8% |
| 6M | -8.5% | +6.8% | -15.3% | -10.2% |
| YTD | -4.4% | -22.3% | +17.9% | -2.2% |
| 1Y | +9.1% | -33.5% | +42.7% | +14.0% |
| 3Y | +85.2% | +29.2% | +56.0% | +71.3% |
| 5Y | +180.7% | +28.1% | +152.6% | +156.0% |
| 10Y | +403.7% | +200.2% | +203.5% | +308.2% |
| All | +286.1% | +381.9% | -95.8% | +215.6% |
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