+86.4%
F vs GDDY
+207.2%
-120.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.7% |
| 30D | +1.0% | +6.8% | -5.8% | -1.0% |
| 3M | -4.0% | +30.5% | -34.5% | -11.6% |
| 6M | +18.1% | +13.3% | +4.8% | +11.4% |
| YTD | +10.2% | -21.0% | +31.1% | +14.5% |
| 1Y | +24.3% | -34.0% | +58.3% | +36.3% |
| 3Y | +38.1% | +33.1% | +5.0% | +16.5% |
| 5Y | +50.2% | +30.3% | +19.9% | +26.7% |
| All | +86.4% | +207.2% | -120.8% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling