+457.7%
CSCO vs GDDY
+368.0%
+89.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | 0.0% | -8.1% | +8.1% | +1.6% |
| 30D | -10.7% | +2.3% | -13.0% | -11.6% |
| 3M | -8.7% | +14.7% | -23.5% | -13.1% |
| 6M | +44.9% | +2.1% | +42.8% | +40.8% |
| YTD | +44.1% | -24.6% | +68.7% | +49.8% |
| 1Y | +65.9% | -37.1% | +103.0% | +79.9% |
| 3Y | +109.0% | +25.5% | +83.5% | +86.1% |
| 5Y | +114.8% | +24.2% | +90.5% | +88.1% |
| 10Y | +377.3% | +191.6% | +185.8% | +255.1% |
| All | +457.7% | +368.0% | +89.7% | +319.1% |
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 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