+33.1%
GDDY vs STZ
-49.6%
+82.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -3.2% | -4.5% | +1.3% | -2.3% |
| 30D | +6.8% | -8.6% | +15.4% | +8.7% |
| 3M | +30.5% | -13.8% | +44.2% | +33.8% |
| 6M | +13.3% | -17.2% | +30.5% | +16.5% |
| YTD | -21.0% | -9.4% | -11.6% | -20.0% |
| 1Y | -34.0% | -11.9% | -22.1% | -32.9% |
| 3Y | +33.1% | -49.6% | +82.7% | +43.1% |
| All | +33.1% | -49.6% | +82.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling