+39.8%
CSGP vs GDDY
+201.9%
-162.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.5% |
| 7D | -6.9% | -7.0% | +0.1% | -4.3% |
| 30D | -5.2% | +6.2% | -11.4% | -7.8% |
| 3M | -13.8% | +20.0% | -33.9% | -20.8% |
| 6M | -36.3% | +6.8% | -43.2% | -39.0% |
| YTD | -56.1% | -22.3% | -33.8% | -52.5% |
| 1Y | -65.8% | -33.5% | -32.3% | -60.8% |
| 3Y | -64.3% | +29.2% | -93.5% | -69.8% |
| 5Y | -67.3% | +28.1% | -95.4% | -72.6% |
| All | +39.8% | +201.9% | -162.1% | -18.0% |
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