+33.1%
GDDY vs CRL
+38.6%
-5.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.2% | +1.4% |
| 7D | -3.2% | -3.5% | +0.4% | -2.6% |
| 30D | +6.8% | -2.1% | +9.0% | +7.2% |
| 3M | +30.5% | +48.0% | -17.5% | +22.1% |
| 6M | +13.3% | +64.7% | -51.4% | +3.9% |
| YTD | -21.0% | +39.5% | -60.5% | -25.8% |
| 1Y | -34.0% | +74.2% | -108.2% | -40.0% |
| 3Y | +33.1% | +39.4% | -6.3% | +14.1% |
| All | +33.1% | +38.6% | -5.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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