+33.1%
GDDY vs BOXX
+14.7%
+18.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | -3.2% | +0.1% | -3.2% | -3.3% |
| 30D | +6.8% | +0.3% | +6.5% | +6.3% |
| 3M | +30.5% | +1.0% | +29.4% | +26.7% |
| 6M | +13.3% | +1.9% | +11.4% | +8.7% |
| YTD | -21.0% | +2.7% | -23.6% | -24.3% |
| 1Y | -34.0% | +4.0% | -38.0% | -36.8% |
| 3Y | +33.1% | +14.7% | +18.4% | +11.0% |
| All | +33.1% | +14.7% | +18.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling