+238.8%
GS vs GDDY
+24.8%
+214.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +2.4% | -8.1% | +10.5% | +3.5% |
| 30D | -0.1% | +2.3% | -2.4% | -0.6% |
| 3M | +0.2% | +14.7% | -14.6% | -3.6% |
| 6M | +24.8% | +2.1% | +22.7% | +22.8% |
| YTD | +18.8% | -24.6% | +43.3% | +27.4% |
| 1Y | +37.3% | -37.1% | +74.5% | +56.2% |
| All | +238.8% | +24.8% | +214.0% | +197.2% |
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 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