+169.7%
EXE vs GDDY
+7.4%
+162.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | -0.9% | +6.8% | -7.7% | -2.4% |
| 3M | +9.6% | +30.5% | -20.9% | +2.3% |
| 6M | -11.6% | +13.3% | -24.9% | -15.3% |
| YTD | -12.6% | -21.0% | +8.4% | -9.0% |
| 1Y | +1.2% | -34.0% | +35.2% | +10.1% |
| 3Y | +18.0% | +33.1% | -15.0% | +3.6% |
| 5Y | +101.1% | +30.3% | +70.8% | +76.0% |
| All | +169.7% | +7.4% | +162.3% | +138.6% |
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