+3.6%
EXE vs GDDY
-29.3%
+32.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.1% |
| 7D | -0.3% | +3.7% | -3.9% | -0.3% |
| 30D | +8.5% | +10.4% | -1.9% | +8.4% |
| 3M | +5.5% | +19.4% | -14.0% | +4.8% |
| 6M | -5.9% | +14.3% | -20.2% | -6.4% |
| YTD | -9.7% | -18.4% | +8.6% | -3.1% |
| 1Y | +3.6% | -30.1% | +33.7% | +8.3% |
| All | +3.6% | -29.3% | +32.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling