+200.1%
GDDY vs STZ
-11.3%
+211.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -3.2% | -4.5% | +1.3% | -1.6% |
| 30D | +6.8% | -8.6% | +15.4% | +10.1% |
| 3M | +30.5% | -13.8% | +44.2% | +37.0% |
| 6M | +13.3% | -17.2% | +30.5% | +19.9% |
| YTD | -21.0% | -9.4% | -11.6% | -19.3% |
| 1Y | -34.0% | -11.9% | -22.1% | -32.2% |
| 3Y | +33.1% | -49.6% | +82.7% | +63.1% |
| 5Y | +30.3% | -37.2% | +67.5% | +45.1% |
| All | +200.1% | -11.3% | +211.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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