+244.9%
GD vs GDDY
+470.6%
-225.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +8.6% | +10.4% | -1.8% | +6.7% |
| 3M | -7.1% | +13.6% | -20.6% | -9.4% |
| 6M | +7.5% | +33.7% | -26.2% | +1.0% |
| YTD | +9.9% | -8.0% | +17.9% | +9.5% |
| 1Y | +7.6% | -12.9% | +20.5% | +8.1% |
| 3Y | +56.2% | +29.3% | +26.9% | +44.5% |
| 5Y | +100.6% | +60.8% | +39.8% | +75.5% |
| 10Y | +167.8% | +244.4% | -76.6% | +108.7% |
| All | +244.9% | +470.6% | -225.7% | +169.0% |
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