+56.7%
D vs GDDY
+30.8%
+25.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -2.1% |
| 30D | -4.5% | +6.8% | -11.3% | -5.0% |
| 3M | -2.5% | +30.5% | -33.0% | -4.8% |
| 6M | +5.5% | +13.3% | -7.8% | +4.0% |
| YTD | +13.3% | -21.0% | +34.2% | +16.4% |
| 1Y | +11.8% | -34.0% | +45.8% | +17.8% |
| 3Y | +56.7% | +33.1% | +23.7% | +19.9% |
| All | +56.7% | +30.8% | +25.9% | +19.9% |
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 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