+102.9%
GTLB vs GDDY
+7.3%
+95.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.5% |
| 7D | -5.7% | -3.2% | -2.5% | -4.2% |
| 30D | +15.1% | +6.8% | +8.3% | +11.2% |
| 3M | +65.5% | +30.5% | +35.0% | +29.9% |
| 6M | +102.9% | +13.3% | +89.6% | +78.3% |
| All | +102.9% | +7.3% | +95.6% | +78.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling