+56.2%
CSGP vs GDDY
+406.5%
-350.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | -4.1% | +3.7% | -7.8% | -5.3% |
| 30D | +2.3% | +10.4% | -8.1% | -1.2% |
| 3M | -8.2% | +19.4% | -27.6% | -14.3% |
| 6M | -35.1% | +14.3% | -49.3% | -38.7% |
| YTD | -54.0% | -18.4% | -35.7% | -51.5% |
| 1Y | -65.3% | -30.1% | -35.2% | -61.6% |
| 3Y | -62.6% | +39.4% | -102.0% | -67.9% |
| 5Y | -64.8% | +35.2% | -100.0% | -69.8% |
| 10Y | +45.1% | +210.0% | -164.9% | +2.5% |
| All | +56.2% | +406.5% | -350.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling