+30.4%
GDDY vs TAP
-0.1%
+30.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | -3.2% | -3.9% | +0.7% | -2.3% |
| 30D | +6.8% | -5.3% | +12.1% | +8.1% |
| 3M | +30.5% | -3.8% | +34.2% | +31.7% |
| 6M | +13.3% | -11.4% | +24.7% | +16.0% |
| YTD | -21.0% | -13.7% | -7.2% | -18.8% |
| 1Y | -34.0% | -17.2% | -16.8% | -31.8% |
| 3Y | +33.1% | -33.1% | +66.1% | +41.5% |
| All | +30.4% | -0.1% | +30.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling