+19.7%
GS vs GDDY
-11.8%
+31.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +3.8% |
| 7D | +0.3% | +11.1% | -10.8% | +0.9% |
| 30D | +3.9% | +18.6% | -14.8% | +4.8% |
| 3M | -11.4% | +32.8% | -44.2% | -10.1% |
| 6M | +3.7% | +34.0% | -30.3% | +5.8% |
| YTD | +7.1% | -4.6% | +11.8% | +14.8% |
| 1Y | +19.7% | -12.5% | +32.1% | +34.4% |
| All | +19.7% | -11.8% | +31.5% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling