+368.0%
GDDY vs ACM
+117.6%
+250.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +2.0% |
| 7D | -8.1% | -3.7% | -4.4% | -6.8% |
| 30D | +2.3% | -12.7% | +15.0% | +7.2% |
| 3M | +14.7% | -9.8% | +24.5% | +18.6% |
| 6M | +2.1% | -31.4% | +33.5% | +16.6% |
| YTD | -24.6% | -32.1% | +7.5% | -13.7% |
| 1Y | -37.1% | -47.8% | +10.7% | -20.8% |
| 3Y | +25.5% | -22.1% | +47.6% | +33.4% |
| 5Y | +24.2% | +1.8% | +22.4% | +18.3% |
| 10Y | +191.6% | +132.5% | +59.0% | +90.4% |
| All | +368.0% | +117.6% | +250.4% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling