+1.4%
CRM vs GDDY
-32.7%
+34.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.1% |
| 7D | -4.4% | -3.2% | -1.2% | -3.1% |
| 30D | +28.1% | +6.8% | +21.3% | +24.1% |
| 3M | +48.8% | +30.5% | +18.4% | +27.9% |
| 6M | +28.3% | +13.3% | +14.9% | +18.2% |
| YTD | -6.0% | -21.0% | +14.9% | +7.4% |
| 1Y | +1.4% | -34.0% | +35.4% | +30.1% |
| All | +1.4% | -32.7% | +34.2% | +30.1% |
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