+23.5%
DIS vs GDDY
+207.2%
-183.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | +1.2% | -3.2% | +4.4% | +2.0% |
| 30D | +3.2% | +6.8% | -3.6% | +0.8% |
| 3M | +7.0% | +30.5% | -23.5% | -2.6% |
| 6M | +6.4% | +13.3% | -6.9% | +0.3% |
| YTD | -5.6% | -21.0% | +15.3% | -1.3% |
| 1Y | -7.7% | -34.0% | +26.3% | +2.1% |
| 3Y | +33.2% | +33.1% | +0.1% | +13.4% |
| 5Y | -40.3% | +30.3% | -70.6% | -49.4% |
| All | +23.5% | +207.2% | -183.7% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling