+17.7%
GFS vs GDDY
-11.8%
+29.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -4.7% |
| 7D | -12.5% | +11.1% | -23.6% | -9.4% |
| 30D | -16.9% | +18.6% | -35.6% | -12.4% |
| 3M | -22.3% | +32.8% | -55.1% | -14.9% |
| 6M | -40.2% | +34.0% | -74.3% | -32.7% |
| YTD | +16.0% | -4.6% | +20.6% | +31.5% |
| 1Y | +17.7% | -12.5% | +30.1% | +39.2% |
| All | +17.7% | -11.8% | +29.5% | +39.2% |
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 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