+11.2%
GDDY vs SUNB
+0.6%
+10.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.6% |
| 7D | -3.2% | +6.0% | -9.2% | -2.1% |
| 30D | +6.8% | -9.7% | +16.5% | +5.2% |
| 3M | +30.5% | -9.8% | +40.3% | +29.0% |
| 6M | +13.3% | +3.1% | +10.2% | +15.2% |
| All | +11.2% | +0.6% | +10.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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