+6.8%
GDDY vs ALM
-16.9%
+23.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -9.6% | +12.6% | +2.1% |
| 7D | -7.0% | -7.1% | +0.1% | -7.5% |
| 30D | +6.2% | +24.7% | -18.5% | +8.2% |
| 3M | +20.0% | +8.3% | +11.7% | +20.6% |
| 6M | +6.8% | -22.2% | +29.0% | +6.2% |
| All | +6.8% | -16.9% | +23.7% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling