+200.1%
GDDY vs TDY
+479.2%
-279.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | +6.8% | -12.0% | +18.9% | +12.9% |
| 3M | +30.5% | -3.2% | +33.7% | +31.2% |
| 6M | +13.3% | -7.9% | +21.2% | +15.5% |
| YTD | -21.0% | +18.2% | -39.2% | -29.7% |
| 1Y | -34.0% | +6.7% | -40.7% | -38.3% |
| 3Y | +33.1% | +47.5% | -14.5% | +3.0% |
| 5Y | +30.3% | +39.5% | -9.2% | +2.9% |
| All | +200.1% | +479.2% | -279.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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