+755.6%
GOOGL vs GDDY
+207.2%
+548.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.0% |
| 30D | -1.4% | +6.8% | -8.2% | -4.3% |
| 3M | -5.3% | +30.5% | -35.8% | -16.7% |
| 6M | +9.8% | +13.3% | -3.5% | +1.0% |
| YTD | +8.4% | -21.0% | +29.3% | +13.9% |
| 1Y | +41.2% | -34.0% | +75.2% | +59.5% |
| 3Y | +149.6% | +33.1% | +116.5% | +98.5% |
| 5Y | +142.6% | +30.3% | +112.2% | +91.6% |
| All | +755.6% | +207.2% | +548.3% | +366.6% |
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