+30.4%
GDDY vs CAPR
+69.4%
-39.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.8% |
| 7D | -3.2% | -11.0% | +7.8% | -3.1% |
| 30D | +6.8% | +99.8% | -93.0% | +6.2% |
| 3M | +30.5% | -66.6% | +97.0% | +30.8% |
| 6M | +13.3% | -75.1% | +88.4% | +13.9% |
| YTD | -21.0% | -71.0% | +50.0% | -20.7% |
| 1Y | -34.0% | +30.0% | -64.0% | -36.2% |
| 3Y | +33.1% | +29.0% | +4.1% | +20.0% |
| All | +30.4% | +69.4% | -39.1% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling