-6.6%
GDDY vs AS
+120.4%
-126.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.7% |
| 7D | +3.7% | -4.9% | +8.6% | +4.3% |
| 30D | +10.4% | -19.6% | +30.0% | +13.5% |
| 3M | +19.4% | -14.4% | +33.8% | +21.8% |
| 6M | +14.3% | -20.1% | +34.4% | +17.2% |
| YTD | -18.4% | -20.9% | +2.6% | -16.2% |
| 1Y | -30.1% | -21.9% | -8.2% | -28.3% |
| All | -6.6% | +120.4% | -126.9% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling