+371.6%
GH vs GDDY
+30.8%
+340.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -2.5% | -3.2% | +0.7% | -2.1% |
| 30D | -4.7% | +6.8% | -11.5% | -6.2% |
| 3M | +20.2% | +30.5% | -10.2% | +9.9% |
| 6M | +78.8% | +13.3% | +65.5% | +69.0% |
| YTD | +54.1% | -21.0% | +75.0% | +61.3% |
| 1Y | +177.1% | -34.0% | +211.1% | +206.9% |
| 3Y | +371.6% | +33.1% | +338.6% | +238.7% |
| All | +371.6% | +30.8% | +340.8% | +238.7% |
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