+28.1%
GDDY vs ACGL
+154.3%
-126.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -7.0% | -3.6% | -3.4% | -5.9% |
| 30D | +6.2% | -2.1% | +8.3% | +7.0% |
| 3M | +20.0% | +5.4% | +14.7% | +18.9% |
| 6M | +6.8% | 0.0% | +6.8% | +7.2% |
| YTD | -22.3% | +0.3% | -22.6% | -22.3% |
| 1Y | -33.5% | +6.2% | -39.7% | -34.6% |
| 3Y | +29.2% | +30.9% | -1.7% | +18.6% |
| 5Y | +28.1% | +159.8% | -131.7% | -8.3% |
| All | +28.1% | +154.3% | -126.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling