-65.0%
CSGP vs GDDY
-32.7%
-32.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.4% |
| 7D | -1.5% | -3.2% | +1.7% | 0.0% |
| 30D | -0.1% | +6.8% | -6.9% | -4.0% |
| 3M | -6.7% | +30.5% | -37.2% | -21.2% |
| 6M | -32.8% | +13.3% | -46.1% | -39.3% |
| YTD | -54.7% | -21.0% | -33.7% | -50.0% |
| 1Y | -65.0% | -34.0% | -31.0% | -59.9% |
| All | -65.0% | -32.7% | -32.3% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling