-22.0%
GFS vs GDDY
+28.5%
-50.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -0.2% |
| 7D | +3.2% | -7.0% | +10.2% | +3.7% |
| 30D | -9.6% | +6.2% | -15.8% | -10.2% |
| 3M | -38.5% | +20.0% | -58.5% | -41.2% |
| 6M | -1.3% | +6.8% | -8.1% | -3.5% |
| YTD | +31.8% | -22.3% | +54.1% | +45.0% |
| 1Y | +44.6% | -33.5% | +78.1% | +70.3% |
| All | -22.0% | +28.5% | -50.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling