+606.1%
COST vs GDDY
+207.2%
+398.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -4.7% | +6.8% | -11.5% | -6.2% |
| 3M | -7.1% | +30.5% | -37.6% | -12.8% |
| 6M | -8.5% | +13.3% | -21.9% | -12.2% |
| YTD | +5.4% | -21.0% | +26.3% | +8.7% |
| 1Y | -5.6% | -34.0% | +28.4% | +1.1% |
| 3Y | +68.5% | +33.1% | +35.4% | +52.0% |
| 5Y | +105.2% | +30.3% | +74.9% | +84.1% |
| All | +606.1% | +207.2% | +398.8% | +449.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling