-12.5%
GDDY vs IRE
-97.6%
+85.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -23.2% | +27.5% | +3.1% |
| 7D | +11.1% | -46.8% | +57.9% | +8.4% |
| 30D | +18.6% | -75.5% | +94.1% | +12.7% |
| 3M | +32.8% | -79.4% | +112.2% | +26.2% |
| 6M | +34.0% | -91.3% | +125.3% | +27.5% |
| YTD | -4.6% | -90.8% | +86.2% | -8.1% |
| 1Y | -12.5% | -97.7% | +85.2% | -17.0% |
| All | -12.5% | -97.6% | +85.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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