+216.7%
CTVA vs GDDY
+30.3%
+186.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -4.5% | -3.2% | -1.3% | -3.8% |
| 30D | +11.3% | +6.8% | +4.5% | +9.1% |
| 3M | +12.3% | +30.5% | -18.1% | +4.2% |
| 6M | +7.2% | +13.3% | -6.1% | +2.2% |
| YTD | +26.0% | -21.0% | +47.0% | +31.8% |
| 1Y | +16.0% | -34.0% | +50.0% | +27.7% |
| 3Y | +73.9% | +33.1% | +40.8% | +49.4% |
| 5Y | +103.8% | +30.3% | +73.5% | +70.5% |
| All | +216.7% | +30.3% | +186.4% | +152.7% |
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