+37.2%
F vs GDDY
+28.5%
+8.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +3.0% |
| 7D | -3.7% | -7.0% | +3.3% | -3.3% |
| 30D | -0.7% | +6.2% | -6.9% | -1.1% |
| 3M | -1.9% | +20.0% | -21.9% | -3.1% |
| 6M | +16.1% | +6.8% | +9.2% | +15.7% |
| YTD | +9.5% | -22.3% | +31.8% | +15.3% |
| 1Y | +27.2% | -33.5% | +60.7% | +38.2% |
| All | +37.2% | +28.5% | +8.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling