+147.5%
GE vs GDDY
+207.2%
-59.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.3% |
| 30D | -11.4% | +6.8% | -18.2% | -13.4% |
| 3M | -2.6% | +30.5% | -33.1% | -11.3% |
| 6M | -0.3% | +13.3% | -13.7% | -6.4% |
| YTD | +5.4% | -21.0% | +26.3% | +9.3% |
| 1Y | +15.5% | -34.0% | +49.5% | +26.5% |
| 3Y | +260.8% | +33.1% | +227.7% | +211.1% |
| 5Y | +421.6% | +30.3% | +391.3% | +343.6% |
| All | +147.5% | +207.2% | -59.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling