+2.1%
GDDY vs ACM
-30.2%
+32.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.6% |
| 7D | -8.1% | -3.7% | -4.4% | -7.1% |
| 30D | +2.3% | -12.7% | +15.0% | +5.9% |
| 3M | +14.7% | -9.8% | +24.5% | +17.3% |
| 6M | +2.1% | -31.4% | +33.5% | +8.7% |
| All | +2.1% | -30.2% | +32.2% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling