-12.5%
GDDY vs URA
-32.2%
+19.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.1% |
| 7D | +11.1% | -10.5% | +21.6% | +8.9% |
| 30D | +18.6% | -18.6% | +37.3% | +14.8% |
| 3M | +32.8% | -23.0% | +55.9% | +27.5% |
| 6M | +34.0% | -40.3% | +74.3% | +26.4% |
| YTD | -4.6% | -23.5% | +18.8% | -8.7% |
| 1Y | -12.5% | -31.1% | +18.6% | -15.9% |
| All | -12.5% | -32.2% | +19.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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