+200.1%
GDDY vs SFM
+271.4%
-71.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.2% | -10.6% | +7.4% | -1.9% |
| 30D | +6.8% | -15.5% | +22.3% | +8.8% |
| 3M | +30.5% | -17.4% | +47.9% | +33.0% |
| 6M | +13.3% | -3.4% | +16.8% | +12.9% |
| YTD | -21.0% | -8.7% | -12.3% | -20.8% |
| 1Y | -34.0% | -47.2% | +13.2% | -29.8% |
| 3Y | +33.1% | +82.7% | -49.7% | +23.0% |
| 5Y | +30.3% | +214.3% | -184.0% | +13.0% |
| All | +200.1% | +271.4% | -71.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling