+390.3%
GDDY vs TDY
+464.6%
-74.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +30.5% | -3.2% | +33.7% | +31.2% |
| 6M | +13.3% | -7.9% | +21.2% | +15.6% |
| YTD | -21.0% | +18.2% | -39.2% | -29.8% |
| 1Y | -34.0% | +6.7% | -40.7% | -38.3% |
| 3Y | +33.1% | +47.5% | -14.5% | +2.9% |
| 5Y | +30.3% | +39.5% | -9.2% | +2.7% |
| 10Y | +205.5% | +477.2% | -271.7% | +9.3% |
| All | +390.3% | +464.6% | -74.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling