-30.1%
GDDY vs GWRE
-25.4%
-4.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -19.9% | +17.7% | +4.5% |
| 7D | +3.7% | -21.1% | +24.8% | +11.3% |
| 30D | +10.4% | +1.3% | +9.1% | +8.1% |
| 3M | +19.4% | +7.4% | +12.0% | +13.4% |
| 6M | +14.3% | +5.6% | +8.7% | +7.8% |
| YTD | -18.4% | -19.2% | +0.8% | -19.7% |
| 1Y | -30.1% | -25.1% | -4.9% | -30.5% |
| All | -30.1% | -25.4% | -4.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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