+238.9%
CRM vs GDDY
+207.2%
+31.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.0% |
| 7D | -4.4% | -3.2% | -1.2% | -3.0% |
| 30D | +28.1% | +6.8% | +21.3% | +23.4% |
| 3M | +48.8% | +30.5% | +18.4% | +26.6% |
| 6M | +28.3% | +13.3% | +14.9% | +17.4% |
| YTD | -6.0% | -21.0% | +14.9% | +3.1% |
| 1Y | +1.4% | -34.0% | +35.4% | +22.3% |
| 3Y | +11.8% | +33.1% | -21.2% | -10.7% |
| 5Y | -2.0% | +30.3% | -32.3% | -21.7% |
| All | +238.9% | +207.2% | +31.7% | +65.9% |
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 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