+390.3%
GDDY vs NTRS
+267.1%
+123.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | +6.8% | -0.7% | +7.5% | +7.0% |
| 3M | +30.5% | +11.3% | +19.1% | +24.9% |
| 6M | +13.3% | +35.5% | -22.2% | +0.2% |
| YTD | -21.0% | +40.6% | -61.6% | -31.4% |
| 1Y | -34.0% | +49.2% | -83.2% | -44.1% |
| 3Y | +33.1% | +167.2% | -134.2% | -12.5% |
| 5Y | +30.3% | +94.9% | -64.6% | -5.2% |
| 10Y | +205.5% | +259.5% | -54.0% | +57.0% |
| All | +390.3% | +267.1% | +123.2% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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