+381.9%
GDDY vs SM
-15.0%
+396.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.9% |
| 7D | -7.0% | +2.1% | -9.1% | -7.2% |
| 30D | +6.2% | +18.1% | -11.9% | +4.7% |
| 3M | +20.0% | +17.0% | +3.1% | +18.1% |
| 6M | +6.8% | +55.4% | -48.6% | +2.4% |
| YTD | -22.3% | +108.6% | -130.9% | -27.4% |
| 1Y | -33.5% | +45.7% | -79.2% | -36.2% |
| 3Y | +29.2% | -0.3% | +29.5% | +25.8% |
| 5Y | +28.1% | +113.0% | -85.0% | +16.1% |
| 10Y | +200.2% | +21.0% | +179.3% | +125.5% |
| All | +381.9% | -15.0% | +396.8% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling