+43.0%
EXC vs GDDY
+29.8%
+13.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -3.6% | +6.8% | -10.5% | -4.2% |
| 3M | -4.3% | +30.5% | -34.7% | -6.3% |
| 6M | -9.9% | +13.3% | -23.3% | -11.3% |
| YTD | +1.8% | -21.0% | +22.7% | +3.5% |
| 1Y | +2.9% | -34.0% | +36.9% | +6.5% |
| 3Y | +19.1% | +33.1% | -14.0% | +9.3% |
| All | +43.0% | +29.8% | +13.2% | +30.5% |
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