+67.1%
CSX vs GDDY
+24.8%
+42.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -0.6% | -8.1% | +7.5% | 0.0% |
| 30D | -3.2% | +2.3% | -5.5% | -3.6% |
| 3M | +2.6% | +14.7% | -12.2% | +0.6% |
| 6M | +19.8% | +2.1% | +17.7% | +18.8% |
| YTD | +34.7% | -24.6% | +59.2% | +40.2% |
| 1Y | +52.1% | -37.1% | +89.3% | +63.4% |
| All | +67.1% | +24.8% | +42.3% | +62.2% |
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