+33.1%
GDDY vs XME
+122.1%
-89.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -3.2% | -4.2% | +1.0% | -3.0% |
| 30D | +6.8% | -2.7% | +9.5% | +6.9% |
| 3M | +30.5% | -3.9% | +34.4% | +31.1% |
| 6M | +13.3% | -1.0% | +14.3% | +12.9% |
| YTD | -21.0% | +9.8% | -30.8% | -23.9% |
| 1Y | -34.0% | +32.5% | -66.5% | -40.1% |
| 3Y | +33.1% | +124.3% | -91.3% | -3.1% |
| All | +33.1% | +122.1% | -89.0% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling