+200.1%
GDDY vs TMF
-86.4%
+286.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -3.2% | -5.1% | +1.9% | -3.3% |
| 30D | +6.8% | -4.6% | +11.4% | +6.7% |
| 3M | +30.5% | -16.6% | +47.0% | +30.0% |
| 6M | +13.3% | -19.9% | +33.2% | +12.9% |
| YTD | -21.0% | -20.2% | -0.8% | -21.3% |
| 1Y | -34.0% | -27.7% | -6.3% | -34.4% |
| 3Y | +33.1% | -43.9% | +77.0% | +31.5% |
| 5Y | +30.3% | -88.4% | +118.7% | +16.4% |
| All | +200.1% | -86.4% | +286.5% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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