+52.4%
GEV vs GDDY
-11.8%
+64.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.3% | -13.6% | -8.1% |
| 7D | -5.1% | +11.1% | -16.2% | -2.0% |
| 30D | -15.8% | +18.6% | -34.5% | -11.5% |
| 3M | -18.2% | +32.8% | -51.0% | -11.2% |
| 6M | -22.4% | +34.0% | -56.4% | -14.2% |
| YTD | +27.7% | -4.6% | +32.4% | +44.6% |
| 1Y | +52.4% | -12.5% | +64.8% | +69.7% |
| All | +52.4% | -11.8% | +64.2% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling