+33.1%
GDDY vs SSNC
+49.3%
-16.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.7% |
| 7D | -3.2% | -4.0% | +0.8% | -0.6% |
| 30D | +6.8% | +0.5% | +6.3% | +6.8% |
| 3M | +30.5% | +18.9% | +11.5% | +18.3% |
| 6M | +13.3% | +10.8% | +2.5% | +6.7% |
| YTD | -21.0% | -7.1% | -13.8% | -18.6% |
| 1Y | -34.0% | -9.6% | -24.4% | -31.2% |
| 3Y | +33.1% | +51.1% | -18.0% | +2.2% |
| All | +33.1% | +49.3% | -16.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling