-67.0%
CSGP vs GDDY
+24.6%
-91.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | -5.4% | -8.1% | +2.7% | -2.0% |
| 30D | -6.0% | +2.3% | -8.3% | -7.3% |
| 3M | -12.8% | +14.7% | -27.6% | -19.0% |
| 6M | -38.9% | +2.1% | -41.0% | -40.6% |
| YTD | -56.0% | -24.6% | -31.4% | -51.7% |
| 1Y | -66.4% | -37.1% | -29.3% | -60.5% |
| 3Y | -64.2% | +25.5% | -89.7% | -71.5% |
| 5Y | -67.0% | +24.2% | -91.3% | -72.8% |
| All | -67.0% | +24.6% | -91.6% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling