-61.7%
CSGP vs GDDY
+28.4%
-90.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -6.1% | -6.5% | +0.4% | -3.4% |
| 30D | +0.3% | +9.0% | -8.7% | -3.1% |
| 3M | -1.3% | +22.3% | -23.6% | -9.4% |
| 6M | -8.9% | +29.1% | -38.0% | -19.1% |
| YTD | -55.2% | -9.5% | -45.8% | -56.3% |
| 1Y | -56.4% | -15.2% | -41.1% | -56.8% |
| All | -61.7% | +28.4% | -90.0% | -68.2% |
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