+60.0%
F vs GDDY
+364.4%
-304.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -2.5% |
| 7D | +1.2% | -7.6% | +8.8% | +2.8% |
| 30D | +1.2% | +2.0% | -0.8% | +0.5% |
| 3M | -5.7% | +15.1% | -20.7% | -9.7% |
| 6M | +17.9% | -1.1% | +19.1% | +15.8% |
| YTD | +10.4% | -25.1% | +35.6% | +15.2% |
| 1Y | +25.3% | -37.3% | +62.6% | +36.6% |
| 3Y | +37.5% | +24.5% | +12.9% | +22.3% |
| 5Y | +46.5% | +23.5% | +23.0% | +30.1% |
| 10Y | +86.4% | +185.0% | -98.6% | +41.9% |
| All | +60.0% | +364.4% | -304.4% | +22.4% |
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 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