-14.0%
GDDY vs BOXX
+4.1%
-18.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.1% |
| 7D | -2.4% | +0.2% | -2.6% | -1.6% |
| 30D | +17.7% | +0.4% | +17.2% | +19.4% |
| 3M | +26.6% | +1.1% | +25.5% | +24.9% |
| 6M | +34.2% | +2.1% | +32.2% | +15.2% |
| YTD | -7.8% | +3.4% | -11.2% | -26.1% |
| 1Y | -14.0% | +4.2% | -18.1% | -33.1% |
| All | -14.0% | +4.1% | -18.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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