+46.7%
F vs GDDY
+29.8%
+16.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.3% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | +1.0% | +6.8% | -5.8% | -0.8% |
| 3M | -4.0% | +30.5% | -34.5% | -11.3% |
| 6M | +18.1% | +13.3% | +4.8% | +11.8% |
| YTD | +10.2% | -21.0% | +31.1% | +17.0% |
| 1Y | +24.3% | -34.0% | +58.3% | +40.9% |
| 3Y | +38.1% | +33.1% | +5.0% | +4.3% |
| All | +46.7% | +29.8% | +16.9% | +17.9% |
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