+200.1%
GDDY vs SM
+23.0%
+177.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.2% | +4.6% | -7.8% | -3.6% |
| 30D | +6.8% | +18.2% | -11.4% | +5.2% |
| 3M | +30.5% | +22.5% | +7.9% | +27.5% |
| 6M | +13.3% | +50.6% | -37.2% | +8.4% |
| YTD | -21.0% | +108.1% | -129.1% | -26.7% |
| 1Y | -34.0% | +46.0% | -80.0% | -37.0% |
| 3Y | +33.1% | +2.9% | +30.2% | +28.7% |
| 5Y | +30.3% | +112.6% | -82.3% | +16.6% |
| All | +200.1% | +23.0% | +177.1% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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