+91.4%
EXPE vs GDDY
+29.8%
+61.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.6% |
| 7D | -5.8% | -3.2% | -2.6% | -4.2% |
| 30D | -13.6% | +6.8% | -20.4% | -16.7% |
| 3M | +25.2% | +30.5% | -5.3% | +7.3% |
| 6M | +22.3% | +13.3% | +9.0% | +11.1% |
| YTD | -0.3% | -21.0% | +20.7% | +9.0% |
| 1Y | +27.8% | -34.0% | +61.8% | +53.8% |
| 3Y | +162.4% | +33.1% | +129.4% | +96.4% |
| All | +91.4% | +29.8% | +61.6% | +54.8% |
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