+149.6%
GOOGL vs GDDY
+30.8%
+118.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -1.4% | +6.8% | -8.2% | -2.5% |
| 3M | -5.3% | +30.5% | -35.8% | -10.9% |
| 6M | +9.8% | +13.3% | -3.5% | +5.8% |
| YTD | +8.4% | -21.0% | +29.3% | +13.9% |
| 1Y | +41.2% | -34.0% | +75.2% | +56.1% |
| 3Y | +149.6% | +33.1% | +116.5% | +105.0% |
| All | +149.6% | +30.8% | +118.8% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling