-12.5%
GDDY vs AS
+3.3%
-15.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +3.6% |
| 7D | +11.1% | +13.8% | -2.7% | +9.3% |
| 30D | +18.6% | +16.7% | +2.0% | +16.4% |
| 3M | +32.8% | -11.5% | +44.3% | +34.5% |
| 6M | +34.0% | -5.5% | +39.5% | +35.2% |
| YTD | -4.6% | -14.2% | +9.5% | -2.9% |
| 1Y | -12.5% | +2.1% | -14.5% | -10.3% |
| All | -12.5% | +3.3% | -15.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling