+368.0%
GDDY vs TAP
-30.4%
+398.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -8.1% | -5.1% | -3.0% | -7.1% |
| 30D | +2.3% | -8.4% | +10.8% | +4.1% |
| 3M | +14.7% | -3.9% | +18.7% | +15.8% |
| 6M | +2.1% | -14.4% | +16.5% | +5.1% |
| YTD | -24.6% | -14.7% | -9.8% | -22.3% |
| 1Y | -37.1% | -18.7% | -18.5% | -34.8% |
| 3Y | +25.5% | -32.6% | +58.1% | +33.4% |
| 5Y | +24.2% | -1.4% | +25.7% | +21.6% |
| 10Y | +191.6% | -50.4% | +242.0% | +205.2% |
| All | +368.0% | -30.4% | +398.4% | +396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling