+200.1%
GDDY vs ALM
+2,589.2%
-2,389.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +1.9% |
| 7D | -3.2% | -11.8% | +8.6% | -3.0% |
| 30D | +6.8% | +7.8% | -1.0% | +6.5% |
| 3M | +30.5% | -9.3% | +39.7% | +30.3% |
| 6M | +13.3% | -30.5% | +43.8% | +13.6% |
| YTD | -21.0% | +75.8% | -96.8% | -23.1% |
| 1Y | -34.0% | +241.2% | -275.2% | -37.2% |
| 3Y | +33.1% | +1,872.6% | -1,839.6% | +16.9% |
| 5Y | +30.3% | +849.6% | -819.3% | +16.4% |
| All | +200.1% | +2,589.2% | -2,389.1% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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