+216.3%
GDDY vs TRU
+228.8%
-12.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | -3.2% | -2.7% | -0.5% | -1.9% |
| 30D | +6.8% | -2.0% | +8.9% | +7.8% |
| 3M | +30.5% | +18.4% | +12.0% | +21.9% |
| 6M | +13.3% | +8.9% | +4.5% | +9.6% |
| YTD | -21.0% | -8.9% | -12.0% | -18.3% |
| 1Y | -34.0% | -15.9% | -18.1% | -30.0% |
| 3Y | +33.1% | -1.1% | +34.2% | +23.0% |
| 5Y | +30.3% | -35.2% | +65.5% | +45.0% |
| 10Y | +205.5% | +145.3% | +60.2% | +78.9% |
| All | +216.3% | +228.8% | -12.5% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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