+56.2%
GD vs GDDY
+30.4%
+25.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +8.6% | +10.4% | -1.8% | +7.6% |
| 3M | -7.1% | +13.6% | -20.6% | -8.3% |
| 6M | +7.5% | +33.7% | -26.2% | +3.7% |
| YTD | +9.9% | -8.0% | +17.9% | +11.4% |
| 1Y | +7.6% | -12.9% | +20.5% | +9.9% |
| 3Y | +56.2% | +29.3% | +26.9% | +50.6% |
| All | +56.2% | +30.4% | +25.8% | +50.6% |
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