+32.2%
CVS vs GDDY
+29.8%
+2.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | -0.1% | +6.8% | -6.9% | -0.6% |
| 3M | -5.2% | +30.5% | -35.7% | -7.2% |
| 6M | +26.9% | +13.3% | +13.6% | +25.1% |
| YTD | +22.1% | -21.0% | +43.0% | +25.0% |
| 1Y | +30.8% | -34.0% | +64.8% | +36.6% |
| 3Y | +54.4% | +33.1% | +21.3% | +46.0% |
| All | +32.2% | +29.8% | +2.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling