+433.7%
CSX vs GDDY
+406.5%
+27.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -3.4% | +3.7% | -7.1% | -4.2% |
| 30D | -3.1% | +10.4% | -13.5% | -5.5% |
| 3M | +7.2% | +19.4% | -12.2% | +1.4% |
| 6M | +16.2% | +14.3% | +1.9% | +10.2% |
| YTD | +37.5% | -18.4% | +55.9% | +41.1% |
| 1Y | +53.2% | -30.1% | +83.3% | +63.3% |
| 3Y | +68.2% | +39.4% | +28.8% | +45.8% |
| 5Y | +65.2% | +35.2% | +30.1% | +41.5% |
| 10Y | +504.1% | +210.0% | +294.1% | +328.5% |
| All | +433.7% | +406.5% | +27.2% | +262.5% |
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