+588.2%
GS vs GDDY
+368.0%
+220.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +2.4% | -8.1% | +10.5% | +4.5% |
| 30D | -0.1% | +2.3% | -2.4% | -1.1% |
| 3M | +0.2% | +14.7% | -14.6% | -5.5% |
| 6M | +24.8% | +2.1% | +22.7% | +20.8% |
| YTD | +18.8% | -24.6% | +43.3% | +24.4% |
| 1Y | +37.3% | -37.1% | +74.5% | +51.6% |
| 3Y | +237.9% | +25.5% | +212.4% | +199.6% |
| 5Y | +187.0% | +24.2% | +162.8% | +150.2% |
| 10Y | +650.5% | +191.6% | +458.9% | +430.0% |
| All | +588.2% | +368.0% | +220.2% | +363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling