+115.6%
CRBG vs GDDY
+30.3%
+85.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +1.3% |
| 30D | +2.6% | +6.8% | -4.2% | +0.6% |
| 3M | +24.0% | +30.5% | -6.5% | +14.1% |
| 6M | +50.5% | +13.3% | +37.2% | +43.0% |
| YTD | +17.1% | -21.0% | +38.1% | +23.8% |
| 1Y | +5.9% | -34.0% | +39.9% | +18.4% |
| 3Y | +122.7% | +33.1% | +89.7% | +109.1% |
| All | +115.6% | +30.3% | +85.3% | +100.4% |
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