+7.0%
GLXY vs GDDY
-48.5%
+55.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.4% |
| 7D | -7.3% | -3.2% | -4.1% | -7.6% |
| 30D | +15.7% | +6.8% | +8.9% | +17.2% |
| 3M | -26.7% | +30.5% | -57.1% | -25.9% |
| 6M | +13.7% | +13.3% | +0.4% | +15.6% |
| YTD | +9.1% | -21.0% | +30.1% | +23.3% |
| 1Y | -15.5% | -34.0% | +18.5% | +2.5% |
| All | +7.0% | -48.5% | +55.5% | +53.7% |
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 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