+28.6%
CVS vs GDDY
+381.9%
-353.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | -2.0% | -7.0% | +5.0% | -1.3% |
| 30D | +1.9% | +6.2% | -4.3% | +1.1% |
| 3M | -2.2% | +20.0% | -22.2% | -4.6% |
| 6M | +26.7% | +6.8% | +19.9% | +24.8% |
| YTD | +22.9% | -22.3% | +45.2% | +25.3% |
| 1Y | +32.9% | -33.5% | +66.4% | +37.9% |
| 3Y | +62.3% | +29.2% | +33.1% | +53.5% |
| 5Y | +34.2% | +28.1% | +6.2% | +25.8% |
| 10Y | +41.8% | +200.2% | -158.4% | +21.6% |
| All | +28.6% | +381.9% | -353.2% | +9.9% |
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 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