+200.1%
GDDY vs TXT
+107.7%
+92.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | -3.2% | +2.5% | -5.7% | -3.9% |
| 30D | +6.8% | -8.9% | +15.7% | +9.6% |
| 3M | +30.5% | -13.6% | +44.0% | +35.6% |
| 6M | +13.3% | -13.1% | +26.4% | +16.9% |
| YTD | -21.0% | -7.0% | -13.9% | -20.4% |
| 1Y | -34.0% | -1.4% | -32.6% | -34.8% |
| 3Y | +33.1% | +7.0% | +26.1% | +26.0% |
| 5Y | +30.3% | +15.4% | +14.9% | +18.9% |
| All | +200.1% | +107.7% | +92.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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