+50.0%
D vs GDDY
+368.0%
-318.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -0.4% | -8.1% | +7.7% | +0.3% |
| 30D | -2.1% | +2.3% | -4.4% | -2.4% |
| 3M | -0.7% | +14.7% | -15.5% | -2.6% |
| 6M | +5.6% | +2.1% | +3.5% | +4.5% |
| YTD | +14.6% | -24.6% | +39.1% | +16.9% |
| 1Y | +15.3% | -37.1% | +52.5% | +20.0% |
| 3Y | +59.1% | +25.5% | +33.6% | +51.8% |
| 5Y | +3.9% | +24.2% | -20.3% | -1.8% |
| 10Y | +38.5% | +191.6% | -153.1% | +22.4% |
| All | +50.0% | +368.0% | -318.0% | +30.4% |
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 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