+683.1%
CTAS vs GDDY
+207.2%
+475.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.0% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | -0.7% | +6.8% | -7.5% | -3.4% |
| 3M | +11.1% | +30.5% | -19.4% | +0.2% |
| 6M | +2.1% | +13.3% | -11.2% | -4.3% |
| YTD | +8.0% | -21.0% | +28.9% | +13.3% |
| 1Y | -0.5% | -34.0% | +33.5% | +11.0% |
| 3Y | +66.2% | +33.1% | +33.1% | +38.7% |
| 5Y | +109.2% | +30.3% | +78.9% | +71.4% |
| All | +683.1% | +207.2% | +475.9% | +379.9% |
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