+33.1%
GDDY vs TLN
+471.2%
-438.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | +6.8% | -14.3% | +21.1% | +7.3% |
| 3M | +30.5% | -9.3% | +39.8% | +30.0% |
| 6M | +13.3% | -1.1% | +14.4% | +11.2% |
| YTD | -21.0% | -16.6% | -4.4% | -21.4% |
| 1Y | -34.0% | -22.0% | -12.0% | -34.1% |
| 3Y | +33.1% | +470.2% | -437.1% | +11.3% |
| All | +33.1% | +471.2% | -438.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling