-63.3%
CSGP vs GDDY
+23.8%
-87.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.5% | +1.5% |
| 7D | -5.1% | -7.6% | +2.5% | -2.2% |
| 30D | +0.3% | +2.0% | -1.7% | -0.7% |
| 3M | -9.1% | +15.1% | -24.2% | -15.0% |
| 6M | -37.3% | -1.1% | -36.1% | -38.3% |
| YTD | -54.9% | -25.1% | -29.7% | -52.0% |
| 1Y | -65.5% | -37.3% | -28.3% | -61.8% |
| 3Y | -63.3% | +24.5% | -87.8% | -70.2% |
| All | -63.3% | +23.8% | -87.1% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling