+7.2%
GEHC vs GDDY
+29.4%
-22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.9% |
| 7D | -7.2% | -3.2% | -4.0% | -6.5% |
| 30D | -11.6% | +6.8% | -18.4% | -13.2% |
| 3M | -0.8% | +30.5% | -31.3% | -7.4% |
| 6M | -11.9% | +13.3% | -25.2% | -15.5% |
| YTD | -21.9% | -21.0% | -1.0% | -17.6% |
| 1Y | -17.8% | -34.0% | +16.2% | -8.6% |
| 3Y | -3.5% | +33.1% | -36.6% | -10.5% |
| All | +7.2% | +29.4% | -22.2% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling