+31.5%
GDDY vs TW
+206.7%
-175.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -3.2% | -4.5% | +1.3% | -1.2% |
| 30D | +6.8% | -2.3% | +9.1% | +7.9% |
| 3M | +30.5% | +2.6% | +27.9% | +28.3% |
| 6M | +13.3% | -17.5% | +30.9% | +22.2% |
| YTD | -21.0% | -5.3% | -15.7% | -20.0% |
| 1Y | -34.0% | -14.8% | -19.2% | -30.2% |
| 3Y | +33.1% | +18.8% | +14.2% | +16.9% |
| 5Y | +30.3% | +20.7% | +9.6% | +10.7% |
| All | +31.5% | +206.7% | -175.2% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling