+30.4%
GDDY vs URA
+91.2%
-60.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.2% |
| 7D | -3.2% | -5.5% | +2.3% | -2.5% |
| 30D | +6.8% | -3.7% | +10.5% | +7.1% |
| 3M | +30.5% | -2.9% | +33.4% | +30.3% |
| 6M | +13.3% | -15.2% | +28.6% | +14.7% |
| YTD | -21.0% | +1.9% | -22.8% | -24.2% |
| 1Y | -34.0% | +6.9% | -40.9% | -38.4% |
| 3Y | +33.1% | +99.6% | -66.5% | +0.8% |
| All | +30.4% | +91.2% | -60.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling