+73.9%
CTVA vs GDDY
+30.8%
+43.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | +11.3% | +6.8% | +4.5% | +10.0% |
| 3M | +12.3% | +30.5% | -18.1% | +8.9% |
| 6M | +7.2% | +13.3% | -6.1% | +5.2% |
| YTD | +26.0% | -21.0% | +47.0% | +31.5% |
| 1Y | +16.0% | -34.0% | +50.0% | +25.3% |
| 3Y | +73.9% | +33.1% | +40.8% | +55.4% |
| All | +73.9% | +30.8% | +43.1% | +55.4% |
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