+1,325.8%
CRWD vs GDDY
+35.4%
+1,290.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.0% |
| 7D | -3.0% | -3.2% | +0.2% | -1.5% |
| 30D | -6.8% | +6.8% | -13.6% | -11.0% |
| 3M | +19.6% | +30.5% | -10.9% | -2.0% |
| 6M | +87.1% | +13.3% | +73.8% | +65.2% |
| YTD | +76.4% | -21.0% | +97.4% | +91.1% |
| 1Y | +90.8% | -34.0% | +124.8% | +130.7% |
| 3Y | +380.0% | +33.1% | +346.9% | +260.9% |
| 5Y | +215.6% | +30.3% | +185.3% | +144.4% |
| All | +1,325.8% | +35.4% | +1,290.4% | +902.3% |
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 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