+390.3%
GDDY vs TECH
+211.0%
+179.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | +30.5% | +33.7% | -3.2% | +17.5% |
| 6M | +13.3% | +34.9% | -21.6% | +0.2% |
| YTD | -21.0% | +23.2% | -44.1% | -28.3% |
| 1Y | -34.0% | +36.3% | -70.3% | -42.7% |
| 3Y | +33.1% | +2.3% | +30.8% | +20.3% |
| 5Y | +30.3% | -42.9% | +73.2% | +48.1% |
| 10Y | +205.5% | +188.4% | +17.1% | +66.7% |
| All | +390.3% | +211.0% | +179.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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