+123.2%
GLW vs GDDY
-29.3%
+152.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +4.6% |
| 7D | +3.8% | +3.7% | +0.1% | +5.7% |
| 30D | -1.3% | +10.4% | -11.7% | +4.2% |
| 3M | -21.8% | +19.4% | -41.2% | -12.6% |
| 6M | +6.9% | +14.3% | -7.4% | +19.4% |
| YTD | +77.2% | -18.4% | +95.5% | +92.4% |
| 1Y | +123.2% | -30.1% | +153.3% | +137.4% |
| All | +123.2% | -29.3% | +152.6% | +137.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling