-30.1%
GDDY vs TW
-15.9%
-14.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.4% |
| 30D | +10.4% | +3.9% | +6.5% | +9.1% |
| 3M | +19.4% | +5.7% | +13.7% | +17.7% |
| 6M | +14.3% | -14.5% | +28.8% | +19.7% |
| YTD | -18.4% | -0.9% | -17.5% | -18.2% |
| 1Y | -30.1% | -13.5% | -16.6% | -28.1% |
| All | -30.1% | -15.9% | -14.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling