+30.4%
GDDY vs USFR
+20.6%
+9.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.5% |
| 30D | +6.8% | +0.4% | +6.4% | +5.9% |
| 3M | +30.5% | +1.0% | +29.4% | +27.0% |
| 6M | +13.3% | +2.0% | +11.3% | +8.3% |
| YTD | -21.0% | +2.8% | -23.7% | -25.4% |
| 1Y | -34.0% | +4.1% | -38.1% | -39.2% |
| 3Y | +33.1% | +14.1% | +18.9% | -0.7% |
| All | +30.4% | +20.6% | +9.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling