+200.1%
GDDY vs FIVE
+491.7%
-291.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.6% |
| 30D | +6.8% | +2.7% | +4.1% | +5.9% |
| 3M | +30.5% | +21.1% | +9.4% | +24.4% |
| 6M | +13.3% | +11.9% | +1.4% | +8.9% |
| YTD | -21.0% | +29.9% | -50.8% | -26.7% |
| 1Y | -34.0% | +67.8% | -101.8% | -42.7% |
| 3Y | +33.1% | +52.8% | -19.7% | +10.9% |
| 5Y | +30.3% | +31.3% | -1.0% | +9.2% |
| All | +200.1% | +491.7% | -291.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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