+6.8%
GDDY vs IRM
+7.3%
-0.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.0% |
| 7D | -7.0% | -1.8% | -5.2% | -7.0% |
| 30D | +6.2% | -7.8% | +14.0% | +6.1% |
| 3M | +20.0% | -7.9% | +27.9% | +19.7% |
| 6M | +6.8% | +6.3% | +0.5% | +2.3% |
| All | +6.8% | +7.3% | -0.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 6mo: compounded portfolio wealth divided by compounded IRM 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…
6mo analysis · Full analysis span regression · 6 months rolling