-35.1%
CSGP vs GDDY
+14.3%
-49.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.3% |
| 7D | -4.1% | +3.7% | -7.8% | -5.8% |
| 30D | +2.3% | +10.4% | -8.1% | -2.7% |
| 3M | -8.2% | +19.4% | -27.6% | -18.0% |
| 6M | -35.1% | +14.3% | -49.3% | -41.6% |
| All | -35.1% | +14.3% | -49.3% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling