+200.1%
GDDY vs ALK
-35.7%
+235.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.9% | +1.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.8% |
| 30D | +6.8% | -13.1% | +19.9% | +9.8% |
| 3M | +30.5% | -11.8% | +42.3% | +33.4% |
| 6M | +13.3% | -0.4% | +13.7% | +11.5% |
| YTD | -21.0% | -18.2% | -2.8% | -19.6% |
| 1Y | -34.0% | -35.5% | +1.5% | -29.6% |
| 3Y | +33.1% | +1.8% | +31.3% | +22.5% |
| 5Y | +30.3% | -26.6% | +56.9% | +27.2% |
| All | +200.1% | -35.7% | +235.8% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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