+381.9%
GDDY vs ES
+101.2%
+280.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.0% | +3.5% |
| 7D | -7.0% | -3.5% | -3.5% | -6.2% |
| 30D | +6.2% | -3.0% | +9.2% | +7.0% |
| 3M | +20.0% | -0.3% | +20.3% | +20.5% |
| 6M | +6.8% | -5.2% | +12.0% | +8.3% |
| YTD | -22.3% | +4.8% | -27.1% | -23.4% |
| 1Y | -33.5% | +12.7% | -46.2% | -36.0% |
| 3Y | +29.2% | +27.5% | +1.7% | +18.6% |
| 5Y | +28.1% | -4.7% | +32.8% | +26.4% |
| 10Y | +200.2% | +83.6% | +116.6% | +145.0% |
| All | +381.9% | +101.2% | +280.6% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling