+33.1%
GDDY vs MKTX
-25.3%
+58.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.8% | +0.7% | +6.1% | +6.8% |
| 3M | +30.5% | +40.8% | -10.3% | +26.6% |
| 6M | +13.3% | -8.0% | +21.3% | +14.5% |
| YTD | -21.0% | -8.7% | -12.2% | -20.1% |
| 1Y | -34.0% | -11.8% | -22.2% | -33.2% |
| 3Y | +33.1% | -24.0% | +57.1% | +33.7% |
| All | +33.1% | -25.3% | +58.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling