+149.0%
DUK vs GDDY
+390.3%
-241.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.4% |
| 30D | -2.4% | +6.8% | -9.3% | -3.1% |
| 3M | -3.0% | +30.5% | -33.5% | -5.4% |
| 6M | -6.6% | +13.3% | -19.9% | -8.1% |
| YTD | +4.6% | -21.0% | +25.5% | +5.9% |
| 1Y | +1.2% | -34.0% | +35.2% | +4.1% |
| 3Y | +45.7% | +33.1% | +12.6% | +38.7% |
| 5Y | +40.3% | +30.3% | +10.0% | +32.5% |
| 10Y | +129.9% | +205.5% | -75.6% | +103.6% |
| All | +149.0% | +390.3% | -241.3% | +120.3% |
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