-26.1%
GDDY vs IRE
-85.1%
+59.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.8% |
| 7D | -3.2% | -4.5% | +1.3% | -3.3% |
| 30D | +6.8% | -7.8% | +14.6% | +6.9% |
| 3M | +30.5% | -60.0% | +90.5% | +30.3% |
| 6M | +13.3% | -48.3% | +61.6% | +15.0% |
| YTD | -21.0% | -54.5% | +33.5% | -19.9% |
| All | -26.1% | -85.1% | +59.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling