+200.1%
GDDY vs ACGL
+276.6%
-76.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -2.0% | -1.1% | -2.4% |
| 30D | +6.8% | -1.2% | +8.0% | +7.4% |
| 3M | +30.5% | +5.4% | +25.0% | +28.5% |
| 6M | +13.3% | +1.4% | +12.0% | +13.1% |
| YTD | -21.0% | +0.2% | -21.1% | -21.0% |
| 1Y | -34.0% | +4.1% | -38.1% | -35.1% |
| 3Y | +33.1% | +28.2% | +4.8% | +18.5% |
| 5Y | +30.3% | +159.5% | -129.2% | -15.2% |
| All | +200.1% | +276.6% | -76.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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