+200.1%
GDDY vs GWRE
+131.0%
+69.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -3.2% | -13.2% | +10.0% | +2.7% |
| 30D | +6.8% | -18.6% | +25.4% | +14.8% |
| 3M | +30.5% | +18.9% | +11.6% | +19.2% |
| 6M | +13.3% | -11.0% | +24.3% | +15.0% |
| YTD | -21.0% | -29.9% | +8.9% | -12.1% |
| 1Y | -34.0% | -44.3% | +10.3% | -19.4% |
| 3Y | +33.1% | +51.7% | -18.6% | -3.9% |
| 5Y | +30.3% | +15.4% | +14.9% | +4.0% |
| All | +200.1% | +131.0% | +69.1% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling