-12.5%
GDDY vs USFR
+4.1%
-16.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +11.1% | +0.1% | +11.0% | +10.6% |
| 30D | +18.6% | +0.4% | +18.2% | +16.6% |
| 3M | +32.8% | +1.1% | +31.8% | +23.2% |
| 6M | +34.0% | +2.0% | +32.0% | +12.7% |
| YTD | -4.6% | +3.4% | -8.0% | -10.1% |
| 1Y | -12.5% | +4.1% | -16.6% | -5.5% |
| All | -12.5% | +4.1% | -16.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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