+381.9%
GDDY vs A
+280.2%
+101.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.5% |
| 7D | -7.0% | -4.6% | -2.4% | -5.0% |
| 30D | +6.2% | -4.3% | +10.5% | +8.1% |
| 3M | +20.0% | +8.9% | +11.1% | +15.2% |
| 6M | +6.8% | +24.5% | -17.7% | -4.8% |
| YTD | -22.3% | +5.8% | -28.1% | -25.7% |
| 1Y | -33.5% | +16.2% | -49.8% | -39.6% |
| 3Y | +29.2% | +28.5% | +0.8% | +5.4% |
| 5Y | +28.1% | -16.3% | +44.4% | +29.6% |
| 10Y | +200.2% | +244.9% | -44.7% | +32.8% |
| All | +381.9% | +280.2% | +101.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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