+1,139.3%
GOOG vs GDDY
+390.3%
+748.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.0% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -2.0% | +6.8% | -8.8% | -4.4% |
| 3M | -5.9% | +30.5% | -36.3% | -15.3% |
| 6M | +8.9% | +13.3% | -4.4% | +1.6% |
| YTD | +7.1% | -21.0% | +28.1% | +11.5% |
| 1Y | +39.7% | -34.0% | +73.7% | +54.2% |
| 3Y | +145.8% | +33.1% | +112.8% | +106.6% |
| 5Y | +138.6% | +30.3% | +108.3% | +100.2% |
| 10Y | +791.5% | +205.5% | +586.0% | +526.4% |
| All | +1,139.3% | +390.3% | +748.9% | +766.0% |
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