-37.6%
GIS vs GDDY
+30.8%
-68.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -6.1% | +6.8% | -12.9% | -6.7% |
| 3M | +7.8% | +30.5% | -22.6% | +6.2% |
| 6M | -8.8% | +13.3% | -22.1% | -9.8% |
| YTD | -19.1% | -21.0% | +1.8% | -20.1% |
| 1Y | -24.8% | -34.0% | +9.2% | -25.8% |
| 3Y | -37.6% | +33.1% | -70.6% | -33.0% |
| All | -37.6% | +30.8% | -68.3% | -33.0% |
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 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