+381.9%
GDDY vs SPY
+340.7%
+41.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.6% |
| 7D | -7.0% | -2.0% | -5.0% | -5.1% |
| 30D | +6.2% | -1.7% | +7.9% | +8.1% |
| 3M | +20.0% | +4.7% | +15.3% | +13.8% |
| 6M | +6.8% | +12.5% | -5.7% | -6.4% |
| YTD | -22.3% | +11.7% | -34.1% | -31.6% |
| 1Y | -33.5% | +17.5% | -51.0% | -44.6% |
| 3Y | +29.2% | +76.6% | -47.3% | -31.5% |
| 5Y | +28.1% | +82.0% | -54.0% | -34.1% |
| 10Y | +200.2% | +317.1% | -116.9% | -36.7% |
| All | +381.9% | +340.7% | +41.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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