+189.8%
GD vs GDDY
+201.9%
-12.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.5% | -0.1% |
| 7D | -3.2% | -7.0% | +3.8% | -2.0% |
| 30D | -9.6% | +6.2% | -15.8% | -10.9% |
| 3M | +4.3% | +20.0% | -15.7% | -0.4% |
| 6M | +0.5% | +6.8% | -6.3% | -2.3% |
| YTD | +6.6% | -22.3% | +28.9% | +10.0% |
| 1Y | +11.6% | -33.5% | +45.1% | +18.7% |
| 3Y | +72.6% | +29.2% | +43.3% | +56.1% |
| 5Y | +95.2% | +28.1% | +67.1% | +73.0% |
| All | +189.8% | +201.9% | -12.1% | +109.8% |
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 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