+379.9%
CSCO vs GDDY
+207.2%
+172.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.0% |
| 7D | +2.7% | -3.2% | +5.9% | +3.3% |
| 30D | -9.5% | +6.8% | -16.3% | -11.4% |
| 3M | -7.6% | +30.5% | -38.1% | -15.4% |
| 6M | +44.9% | +13.3% | +31.6% | +36.5% |
| YTD | +47.7% | -21.0% | +68.7% | +52.9% |
| 1Y | +69.1% | -34.0% | +103.1% | +84.2% |
| 3Y | +113.5% | +33.1% | +80.5% | +81.7% |
| 5Y | +122.8% | +30.3% | +92.4% | +85.8% |
| All | +379.9% | +207.2% | +172.7% | +211.9% |
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