-13.7%
GDDY vs AS
+107.2%
-120.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | -8.1% | -2.8% | -5.4% | -7.8% |
| 30D | +2.3% | -23.2% | +25.5% | +5.8% |
| 3M | +14.7% | -20.1% | +34.8% | +18.1% |
| 6M | +2.1% | -18.5% | +20.6% | +4.5% |
| YTD | -24.6% | -25.6% | +1.1% | -21.9% |
| 1Y | -37.1% | -24.4% | -12.8% | -35.2% |
| All | -13.7% | +107.2% | -120.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling