+19.3%
GDDY vs REPL
-9.7%
+29.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.8% |
| 7D | -8.1% | -9.6% | +1.5% | -8.0% |
| 30D | +2.3% | +5.7% | -3.4% | +2.2% |
| 3M | +14.7% | +56.4% | -41.6% | +13.6% |
| 6M | +2.1% | +67.4% | -65.4% | -2.7% |
| YTD | -24.6% | +48.7% | -73.2% | -27.9% |
| 1Y | -37.1% | +148.3% | -185.4% | -43.1% |
| 3Y | +25.5% | -26.7% | +52.2% | +9.8% |
| 5Y | +24.2% | -54.1% | +78.4% | +10.7% |
| All | +19.3% | -9.7% | +29.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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