+200.1%
GDDY vs M
-3.0%
+203.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.7% |
| 7D | -3.2% | -4.2% | +1.0% | -2.7% |
| 30D | +6.8% | -7.2% | +14.0% | +7.8% |
| 3M | +30.5% | -11.1% | +41.6% | +32.4% |
| 6M | +13.3% | +28.8% | -15.5% | +8.8% |
| YTD | -21.0% | +2.0% | -23.0% | -21.8% |
| 1Y | -34.0% | +31.3% | -65.3% | -37.2% |
| 3Y | +33.1% | +119.1% | -86.0% | +13.2% |
| 5Y | +30.3% | +29.7% | +0.7% | +16.2% |
| All | +200.1% | -3.0% | +203.1% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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