+28.1%
GDDY vs TMF
-88.5%
+116.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +3.1% |
| 7D | -7.0% | -4.8% | -2.2% | -6.8% |
| 30D | +6.2% | -4.9% | +11.1% | +6.5% |
| 3M | +20.0% | -13.4% | +33.5% | +20.9% |
| 6M | +6.8% | -23.0% | +29.9% | +8.2% |
| YTD | -22.3% | -20.2% | -2.2% | -21.5% |
| 1Y | -33.5% | -26.5% | -7.0% | -32.6% |
| 3Y | +29.2% | -45.2% | +74.4% | +31.0% |
| All | +28.1% | -88.5% | +116.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling