+1.3%
GFS vs GDDY
+41.3%
-39.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | +3.8% | -3.2% | +7.0% | +4.7% |
| 30D | -11.7% | +6.8% | -18.5% | -14.2% |
| 3M | -41.8% | +30.5% | -72.2% | -49.5% |
| 6M | +6.6% | +13.3% | -6.7% | -3.6% |
| YTD | +34.6% | -21.0% | +55.6% | +45.1% |
| 1Y | +46.2% | -34.0% | +80.2% | +74.7% |
| 3Y | -20.3% | +33.1% | -53.4% | -44.3% |
| All | +1.3% | +41.3% | -39.9% | -29.6% |
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