+113.4%
GILD vs GDDY
+390.3%
-277.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -4.5% |
| 30D | +5.8% | +6.8% | -1.0% | +4.9% |
| 3M | +14.9% | +30.5% | -15.5% | +11.4% |
| 6M | -0.4% | +13.3% | -13.7% | -2.4% |
| YTD | +18.5% | -21.0% | +39.5% | +20.6% |
| 1Y | +25.1% | -34.0% | +59.1% | +29.9% |
| 3Y | +105.9% | +33.1% | +72.8% | +93.8% |
| 5Y | +143.0% | +30.3% | +112.7% | +126.7% |
| 10Y | +162.4% | +205.5% | -43.1% | +116.3% |
| All | +113.4% | +390.3% | -277.0% | +74.0% |
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