-9.8%
GDDY vs GFI
+5.1%
-14.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.7% |
| 7D | +13.4% | +7.7% | +5.7% | +14.1% |
| 30D | +22.3% | +4.6% | +17.8% | +22.8% |
| 3M | +30.9% | +3.8% | +27.1% | +31.5% |
| 6M | +37.3% | -7.3% | +44.6% | +36.7% |
| YTD | -3.2% | -8.8% | +5.6% | -5.5% |
| 1Y | -9.8% | +4.3% | -14.1% | -12.3% |
| All | -9.8% | +5.1% | -14.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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