+487.4%
CSX vs GDDY
+207.2%
+280.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -2.0% | +6.8% | -8.8% | -4.1% |
| 3M | +3.6% | +30.5% | -26.8% | -5.1% |
| 6M | +22.0% | +13.3% | +8.7% | +15.1% |
| YTD | +36.3% | -21.0% | +57.2% | +41.5% |
| 1Y | +50.9% | -34.0% | +84.9% | +65.2% |
| 3Y | +69.2% | +33.1% | +36.1% | +43.6% |
| 5Y | +69.2% | +30.3% | +38.9% | +40.7% |
| All | +487.4% | +207.2% | +280.2% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling