+239.4%
GD vs GDDY
+406.5%
-167.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.4% |
| 7D | -5.3% | +3.7% | -8.9% | -5.8% |
| 30D | -6.4% | +10.4% | -16.8% | -8.0% |
| 3M | +5.7% | +19.4% | -13.7% | +1.8% |
| 6M | -0.9% | +14.3% | -15.2% | -4.4% |
| YTD | +8.2% | -18.4% | +26.5% | +10.2% |
| 1Y | +13.4% | -30.1% | +43.5% | +18.6% |
| 3Y | +68.5% | +39.4% | +29.0% | +53.7% |
| 5Y | +97.2% | +35.2% | +62.0% | +77.9% |
| 10Y | +190.2% | +210.0% | -19.8% | +131.1% |
| All | +239.4% | +406.5% | -167.1% | +170.9% |
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 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