+75.8%
GM vs GDDY
+29.8%
+46.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -1.1% | +6.8% | -7.9% | -3.0% |
| 3M | +6.1% | +30.5% | -24.3% | -2.3% |
| 6M | +15.0% | +13.3% | +1.6% | +8.9% |
| YTD | +6.0% | -21.0% | +26.9% | +12.2% |
| 1Y | +47.1% | -34.0% | +81.1% | +65.9% |
| 3Y | +170.5% | +33.1% | +137.4% | +107.5% |
| All | +75.8% | +29.8% | +46.0% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling