-2.7%
GFS vs GDDY
+33.8%
-36.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.1% | +2.2% |
| 7D | +2.6% | -7.6% | +10.3% | +4.9% |
| 30D | -16.4% | +2.0% | -18.4% | -17.6% |
| 3M | -41.6% | +15.1% | -56.7% | -47.1% |
| 6M | -3.7% | -1.1% | -2.5% | -7.8% |
| YTD | +29.3% | -25.1% | +54.5% | +41.6% |
| 1Y | +37.1% | -37.3% | +74.4% | +66.2% |
| 3Y | -22.1% | +24.5% | -46.7% | -44.2% |
| All | -2.7% | +33.8% | -36.5% | -31.3% |
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