+33.1%
GDDY vs ACM
-22.9%
+55.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.4% |
| 7D | -3.2% | -4.6% | +1.4% | -1.6% |
| 30D | +6.8% | +4.1% | +2.7% | +5.1% |
| 3M | +30.5% | -8.3% | +38.8% | +33.7% |
| 6M | +13.3% | -30.1% | +43.4% | +27.9% |
| YTD | -21.0% | -32.6% | +11.6% | -9.7% |
| 1Y | -34.0% | -49.6% | +15.6% | -16.3% |
| 3Y | +33.1% | -23.0% | +56.1% | +36.4% |
| All | +33.1% | -22.9% | +55.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling