+10.8%
GDDY vs S
-56.9%
+67.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | +6.2% | -11.8% | +18.0% | +9.0% |
| 3M | +20.0% | +33.9% | -13.9% | +11.8% |
| 6M | +6.8% | +40.1% | -33.3% | -1.7% |
| YTD | -22.3% | +32.1% | -54.4% | -27.8% |
| 1Y | -33.5% | +11.0% | -44.6% | -36.2% |
| 3Y | +29.2% | +16.9% | +12.3% | +17.9% |
| 5Y | +28.1% | -68.9% | +97.0% | +33.9% |
| All | +10.8% | -56.9% | +67.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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