+639.9%
GS vs GDDY
+207.2%
+432.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -0.3% | +6.8% | -7.1% | -2.7% |
| 3M | -0.1% | +30.5% | -30.6% | -10.2% |
| 6M | +26.1% | +13.3% | +12.8% | +17.5% |
| YTD | +18.8% | -21.0% | +39.8% | +23.8% |
| 1Y | +33.7% | -34.0% | +67.7% | +48.2% |
| 3Y | +238.9% | +33.1% | +205.9% | +186.6% |
| 5Y | +187.9% | +30.3% | +157.6% | +138.8% |
| All | +639.9% | +207.2% | +432.6% | +340.2% |
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