+390.3%
GDDY vs NYT
+454.7%
-64.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | +6.8% | +4.6% | +2.2% | +5.1% |
| 3M | +30.5% | -9.6% | +40.0% | +34.4% |
| 6M | +13.3% | -14.0% | +27.3% | +18.1% |
| YTD | -21.0% | -2.8% | -18.1% | -21.4% |
| 1Y | -34.0% | +15.6% | -49.6% | -38.3% |
| 3Y | +33.1% | +56.3% | -23.2% | +9.6% |
| 5Y | +30.3% | +39.5% | -9.2% | +8.4% |
| 10Y | +205.5% | +488.0% | -282.5% | +51.5% |
| All | +390.3% | +454.7% | -64.3% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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