+41.4%
GDDY vs SITM
+4,789.7%
-4,748.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.8% | +1.1% |
| 7D | -3.2% | +3.9% | -7.0% | -3.6% |
| 30D | +6.8% | -6.6% | +13.4% | +7.2% |
| 3M | +30.5% | -11.9% | +42.3% | +30.1% |
| 6M | +13.3% | +81.1% | -67.8% | +0.6% |
| YTD | -21.0% | +80.0% | -100.9% | -30.6% |
| 1Y | -34.0% | +145.8% | -179.8% | -45.3% |
| 3Y | +33.1% | +475.9% | -442.8% | -10.4% |
| 5Y | +30.3% | +189.2% | -158.9% | -9.8% |
| All | +41.4% | +4,789.7% | -4,748.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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