+471.0%
GLW vs GDDY
+30.8%
+440.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +2.3% |
| 7D | +7.8% | -3.2% | +11.0% | +7.4% |
| 30D | -0.4% | +6.8% | -7.2% | +1.1% |
| 3M | -5.6% | +30.5% | -36.0% | -2.4% |
| 6M | +26.7% | +13.3% | +13.4% | +29.9% |
| YTD | +91.0% | -21.0% | +112.0% | +106.4% |
| 1Y | +122.4% | -34.0% | +156.4% | +148.6% |
| 3Y | +471.0% | +33.1% | +437.9% | +450.8% |
| All | +471.0% | +30.8% | +440.2% | +450.8% |
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