-12.1%
DOW vs GDDY
+29.5%
-41.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.7% |
| 30D | -3.9% | +6.8% | -10.7% | -6.1% |
| 3M | -12.7% | +30.5% | -43.1% | -20.7% |
| 6M | -13.7% | +13.3% | -27.0% | -19.2% |
| YTD | +28.4% | -21.0% | +49.3% | +33.9% |
| 1Y | +21.8% | -34.0% | +55.8% | +34.7% |
| 3Y | -35.7% | +33.1% | -68.8% | -45.7% |
| 5Y | -36.8% | +30.3% | -67.2% | -48.0% |
| All | -12.1% | +29.5% | -41.5% | -36.8% |
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