+390.3%
GDDY vs COO
+14.3%
+376.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | -3.2% | -22.5% | +19.3% | +7.2% |
| 30D | +6.8% | -29.7% | +36.5% | +23.5% |
| 3M | +30.5% | -20.1% | +50.6% | +42.7% |
| 6M | +13.3% | -26.9% | +40.2% | +28.3% |
| YTD | -21.0% | -34.2% | +13.3% | -6.3% |
| 1Y | -34.0% | -21.3% | -12.7% | -28.2% |
| 3Y | +33.1% | -38.7% | +71.7% | +54.5% |
| 5Y | +30.3% | -52.2% | +82.5% | +68.6% |
| 10Y | +205.5% | +16.8% | +188.7% | +156.5% |
| All | +390.3% | +14.3% | +376.0% | +299.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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