+368.0%
GDDY vs CAPR
-90.1%
+458.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.8% |
| 7D | -8.1% | -12.6% | +4.5% | -7.9% |
| 30D | +2.3% | +124.4% | -122.1% | +0.7% |
| 3M | +14.7% | -66.8% | +81.5% | +15.4% |
| 6M | +2.1% | -71.8% | +73.9% | +2.8% |
| YTD | -24.6% | -70.1% | +45.5% | -24.2% |
| 1Y | -37.1% | +33.3% | -70.5% | -40.7% |
| 3Y | +25.5% | +36.7% | -11.2% | +14.0% |
| 5Y | +24.2% | +72.5% | -48.2% | +10.6% |
| 10Y | +191.6% | -77.3% | +268.9% | +137.4% |
| All | +368.0% | -90.1% | +458.1% | +300.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling