+200.1%
GDDY vs CAPR
-78.4%
+278.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.8% |
| 7D | -3.2% | -11.0% | +7.8% | -3.0% |
| 30D | +6.8% | +99.8% | -93.0% | +5.2% |
| 3M | +30.5% | -66.6% | +97.0% | +31.2% |
| 6M | +13.3% | -75.1% | +88.4% | +14.5% |
| YTD | -21.0% | -71.0% | +50.0% | -20.5% |
| 1Y | -34.0% | +30.0% | -64.0% | -38.1% |
| 3Y | +33.1% | +29.0% | +4.1% | +19.9% |
| 5Y | +30.3% | +70.8% | -40.5% | +14.6% |
| All | +200.1% | -78.4% | +278.5% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling