+447.5%
CSCO vs GDDY
+381.9%
+65.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.4% |
| 7D | -1.1% | -7.0% | +5.9% | +0.3% |
| 30D | -10.8% | +6.2% | -17.0% | -12.4% |
| 3M | -9.2% | +20.0% | -29.3% | -14.4% |
| 6M | +39.5% | +6.8% | +32.7% | +34.3% |
| YTD | +41.5% | -22.3% | +63.8% | +46.1% |
| 1Y | +61.0% | -33.5% | +94.5% | +72.4% |
| 3Y | +105.2% | +29.2% | +76.0% | +81.6% |
| 5Y | +113.4% | +28.1% | +85.4% | +85.7% |
| 10Y | +368.7% | +200.2% | +168.4% | +246.5% |
| All | +447.5% | +381.9% | +65.7% | +308.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling