+421.5%
CORZ vs GDDY
-9.8%
+431.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.1% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | -14.0% | +6.8% | -20.8% | -14.8% |
| 3M | -34.1% | +30.5% | -64.6% | -38.5% |
| 6M | +8.5% | +13.3% | -4.9% | +3.7% |
| YTD | +23.2% | -21.0% | +44.2% | +37.4% |
| 1Y | +15.4% | -34.0% | +49.4% | +42.1% |
| All | +421.5% | -9.8% | +431.4% | +582.8% |
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