+381.9%
GDDY vs URA
+211.7%
+170.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +6.9% | +3.9% |
| 7D | -7.0% | -1.5% | -5.5% | -6.8% |
| 30D | +6.2% | -0.4% | +6.6% | +5.9% |
| 3M | +20.0% | +6.3% | +13.8% | +17.0% |
| 6M | +6.8% | -14.0% | +20.8% | +8.2% |
| YTD | -22.3% | +5.3% | -27.6% | -26.9% |
| 1Y | -33.5% | +11.7% | -45.2% | -39.6% |
| 3Y | +29.2% | +109.8% | -80.6% | -7.7% |
| 5Y | +28.1% | +108.0% | -79.9% | -12.9% |
| 10Y | +200.2% | +358.5% | -158.3% | +32.1% |
| All | +381.9% | +211.7% | +170.2% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling