+632.4%
GEV vs GDDY
-19.9%
+652.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.5% |
| 7D | +1.6% | -3.2% | +4.8% | +1.9% |
| 30D | -7.9% | +6.8% | -14.8% | -8.8% |
| 3M | +5.6% | +30.5% | -24.8% | -1.1% |
| 6M | +13.1% | +13.3% | -0.3% | +8.3% |
| YTD | +46.7% | -21.0% | +67.7% | +63.5% |
| 1Y | +51.3% | -34.0% | +85.3% | +85.0% |
| All | +632.4% | -19.9% | +652.3% | +794.9% |
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