+368.0%
GDDY vs FIVE
+599.1%
-231.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.6% |
| 30D | +2.3% | +5.0% | -2.7% | +0.9% |
| 3M | +14.7% | +29.5% | -14.7% | +7.4% |
| 6M | +2.1% | +12.4% | -10.3% | -2.1% |
| YTD | -24.6% | +31.2% | -55.8% | -30.5% |
| 1Y | -37.1% | +72.9% | -110.0% | -46.1% |
| 3Y | +25.5% | +53.0% | -27.5% | +3.6% |
| 5Y | +24.2% | +34.2% | -9.9% | +2.5% |
| 10Y | +191.6% | +497.6% | -306.0% | +41.4% |
| All | +368.0% | +599.1% | -231.1% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling