-12.5%
GDDY vs XME
+5.2%
-17.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.0% |
| 7D | +11.1% | -5.5% | +16.5% | +9.4% |
| 30D | +18.6% | -11.1% | +29.7% | +15.4% |
| 3M | +32.8% | -11.1% | +43.9% | +29.1% |
| 6M | +34.0% | -18.0% | +52.0% | +29.9% |
| YTD | -4.6% | -7.4% | +2.7% | -8.3% |
| 1Y | -12.5% | +6.7% | -19.1% | -18.1% |
| All | -12.5% | +5.2% | -17.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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