+82.5%
GSK vs GDDY
+390.3%
-307.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -3.2% |
| 30D | -3.4% | +6.8% | -10.3% | -4.2% |
| 3M | -8.1% | +30.5% | -38.6% | -11.1% |
| 6M | -11.1% | +13.3% | -24.5% | -13.0% |
| YTD | +0.7% | -21.0% | +21.7% | +2.6% |
| 1Y | +20.1% | -34.0% | +54.1% | +24.9% |
| 3Y | +46.1% | +33.1% | +13.1% | +36.9% |
| 5Y | +48.2% | +30.3% | +17.9% | +37.5% |
| 10Y | +80.1% | +205.5% | -125.5% | +47.9% |
| All | +82.5% | +390.3% | -307.8% | +45.3% |
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