+444.5%
CORZ vs GDDY
-14.6%
+459.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.3% | +13.0% | +5.4% |
| 7D | +16.6% | -7.6% | +24.2% | +17.2% |
| 30D | -10.9% | +2.0% | -12.8% | -11.3% |
| 3M | -31.0% | +15.1% | -46.1% | -34.3% |
| 6M | +26.0% | -1.1% | +27.2% | +24.6% |
| YTD | +28.6% | -25.1% | +53.8% | +44.1% |
| 1Y | +34.5% | -37.3% | +71.7% | +65.6% |
| All | +444.5% | -14.6% | +459.1% | +615.9% |
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