+231.1%
GM vs GDDY
+207.2%
+23.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -1.1% | +6.8% | -7.9% | -3.4% |
| 3M | +6.1% | +30.5% | -24.3% | -3.9% |
| 6M | +15.0% | +13.3% | +1.6% | +7.6% |
| YTD | +6.0% | -21.0% | +26.9% | +10.6% |
| 1Y | +47.1% | -34.0% | +81.1% | +63.1% |
| 3Y | +170.5% | +33.1% | +137.4% | +121.8% |
| 5Y | +80.5% | +30.3% | +50.2% | +47.1% |
| All | +231.1% | +207.2% | +23.9% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling