+390.3%
GDDY vs USFR
+29.0%
+361.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.8% | +0.4% | +6.4% | +6.4% |
| 3M | +30.5% | +1.0% | +29.4% | +29.2% |
| 6M | +13.3% | +2.0% | +11.3% | +11.3% |
| YTD | -21.0% | +2.8% | -23.7% | -22.9% |
| 1Y | -34.0% | +4.1% | -38.1% | -36.4% |
| 3Y | +33.1% | +14.1% | +18.9% | +17.6% |
| 5Y | +30.3% | +20.6% | +9.7% | +9.3% |
| 10Y | +205.5% | +28.1% | +177.4% | +145.3% |
| All | +390.3% | +29.0% | +361.3% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling