+5.3%
D vs GDDY
+29.8%
-24.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | -4.5% | +6.8% | -11.3% | -5.1% |
| 3M | -2.5% | +30.5% | -33.0% | -5.1% |
| 6M | +5.5% | +13.3% | -7.8% | +3.7% |
| YTD | +13.3% | -21.0% | +34.2% | +15.6% |
| 1Y | +11.8% | -34.0% | +45.8% | +16.6% |
| 3Y | +56.7% | +33.1% | +23.7% | +47.0% |
| All | +5.3% | +29.8% | -24.4% | -3.4% |
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 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