+174.6%
EXC vs GDDY
+368.0%
-193.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | +0.3% | -8.1% | +8.5% | +1.5% |
| 30D | -0.9% | +2.3% | -3.2% | -1.4% |
| 3M | -2.7% | +14.7% | -17.4% | -5.4% |
| 6M | -9.4% | +2.1% | -11.5% | -10.7% |
| YTD | +3.0% | -24.6% | +27.6% | +6.0% |
| 1Y | +5.1% | -37.1% | +42.3% | +11.2% |
| 3Y | +20.6% | +25.5% | -4.9% | +10.7% |
| 5Y | +45.7% | +24.2% | +21.5% | +31.6% |
| 10Y | +160.8% | +191.6% | -30.8% | +111.0% |
| All | +174.6% | +368.0% | -193.4% | +125.6% |
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