+195.3%
GM vs GDDY
+390.3%
-195.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -1.7% |
| 30D | -1.1% | +6.8% | -7.9% | -3.1% |
| 3M | +6.1% | +30.5% | -24.3% | -2.3% |
| 6M | +15.0% | +13.3% | +1.6% | +8.8% |
| YTD | +6.0% | -21.0% | +26.9% | +9.8% |
| 1Y | +47.1% | -34.0% | +81.1% | +60.0% |
| 3Y | +170.5% | +33.1% | +137.4% | +132.6% |
| 5Y | +80.5% | +30.3% | +50.2% | +54.8% |
| 10Y | +238.7% | +205.5% | +33.2% | +144.8% |
| All | +195.3% | +390.3% | -195.1% | +116.1% |
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