+28.1%
GDDY vs FIVE
+29.0%
-0.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.3% | +3.3% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | +6.2% | +3.0% | +3.2% | +5.5% |
| 3M | +20.0% | +23.2% | -3.2% | +15.7% |
| 6M | +6.8% | +9.2% | -2.3% | +4.3% |
| YTD | -22.3% | +28.1% | -50.4% | -26.3% |
| 1Y | -33.5% | +65.3% | -98.8% | -39.8% |
| 3Y | +29.2% | +49.4% | -20.2% | +16.5% |
| All | +28.1% | +29.0% | -0.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling