-30.1%
GDDY vs EXEL
+59.2%
-89.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +3.7% | +8.4% | -4.7% | +2.9% |
| 30D | +10.4% | +4.1% | +6.3% | +9.9% |
| 3M | +19.4% | +12.4% | +7.0% | +18.9% |
| 6M | +14.3% | +41.5% | -27.3% | +14.0% |
| YTD | -18.4% | +34.6% | -53.0% | -18.4% |
| 1Y | -30.1% | +57.9% | -88.0% | -30.4% |
| All | -30.1% | +59.2% | -89.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling