+381.9%
GDDY vs M
-48.7%
+430.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.7% | +3.6% |
| 7D | -7.0% | -8.8% | +1.8% | -5.8% |
| 30D | +6.2% | -16.4% | +22.6% | +8.8% |
| 3M | +20.0% | -10.8% | +30.9% | +21.7% |
| 6M | +6.8% | +16.1% | -9.3% | +4.0% |
| YTD | -22.3% | -5.3% | -17.1% | -22.4% |
| 1Y | -33.5% | +24.9% | -58.4% | -36.3% |
| 3Y | +29.2% | +97.5% | -68.3% | +11.5% |
| 5Y | +28.1% | +20.4% | +7.7% | +15.2% |
| 10Y | +200.2% | -10.5% | +210.7% | +145.4% |
| All | +381.9% | -48.7% | +430.5% | +355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling