-10.0%
CRM vs GDDY
-14.3%
+4.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.8% | +0.8% | -1.9% |
| 7D | -6.8% | -2.4% | -4.3% | -5.8% |
| 30D | -4.9% | +17.7% | -22.5% | -11.7% |
| 3M | +14.6% | +26.6% | -12.0% | +2.3% |
| 6M | +18.4% | +34.2% | -15.8% | +1.0% |
| YTD | -18.8% | -7.8% | -11.0% | -10.8% |
| 1Y | -10.0% | -14.0% | +4.0% | +2.3% |
| All | -10.0% | -14.3% | +4.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling