+200.1%
GDDY vs ES
+82.1%
+118.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | -3.2% | -3.6% | +0.4% | -2.4% |
| 30D | +6.8% | -4.2% | +11.0% | +7.9% |
| 3M | +30.5% | +0.1% | +30.3% | +30.9% |
| 6M | +13.3% | -6.2% | +19.6% | +15.2% |
| YTD | -21.0% | +4.1% | -25.0% | -21.8% |
| 1Y | -34.0% | +10.2% | -44.2% | -36.0% |
| 3Y | +33.1% | +26.1% | +7.0% | +22.8% |
| 5Y | +30.3% | -5.3% | +35.7% | +28.9% |
| All | +200.1% | +82.1% | +118.0% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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