+245.4%
GDDY vs Z
+17.5%
+227.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.7% |
| 7D | -3.2% | -6.0% | +2.8% | -1.5% |
| 30D | +6.8% | -2.3% | +9.1% | +7.6% |
| 3M | +30.5% | -0.6% | +31.1% | +30.6% |
| 6M | +13.3% | -27.6% | +40.9% | +22.8% |
| YTD | -21.0% | -52.4% | +31.4% | -5.2% |
| 1Y | -34.0% | -63.6% | +29.6% | -15.5% |
| 3Y | +33.1% | -36.4% | +69.5% | +39.7% |
| 5Y | +30.3% | -64.6% | +94.9% | +48.4% |
| 10Y | +205.5% | -2.8% | +208.3% | +139.9% |
| All | +245.4% | +17.5% | +227.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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