+618.6%
COST vs GDDY
+390.3%
+228.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -4.7% | +6.8% | -11.5% | -6.0% |
| 3M | -7.1% | +30.5% | -37.6% | -11.9% |
| 6M | -8.5% | +13.3% | -21.9% | -11.6% |
| YTD | +5.4% | -21.0% | +26.3% | +8.1% |
| 1Y | -5.6% | -34.0% | +28.4% | -0.2% |
| 3Y | +68.5% | +33.1% | +35.4% | +55.7% |
| 5Y | +105.2% | +30.3% | +74.9% | +88.9% |
| 10Y | +610.7% | +205.5% | +405.2% | +499.3% |
| All | +618.6% | +390.3% | +228.3% | +507.2% |
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