+390.3%
GDDY vs GAP
-25.8%
+416.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.3% |
| 7D | -3.2% | -4.1% | +0.9% | -2.6% |
| 30D | +6.8% | +6.2% | +0.6% | +5.5% |
| 3M | +30.5% | -0.7% | +31.2% | +30.3% |
| 6M | +13.3% | -7.1% | +20.4% | +13.6% |
| YTD | -21.0% | -14.1% | -6.9% | -20.1% |
| 1Y | -34.0% | -8.5% | -25.5% | -34.2% |
| 3Y | +33.1% | +115.4% | -82.3% | +8.4% |
| 5Y | +30.3% | +9.8% | +20.5% | +13.4% |
| 10Y | +205.5% | +30.6% | +175.0% | +115.3% |
| All | +390.3% | -25.8% | +416.2% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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