-54.8%
GTLB vs GDDY
+41.3%
-96.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -2.1% |
| 7D | -5.7% | -3.2% | -2.5% | -3.4% |
| 30D | +15.1% | +6.8% | +8.3% | +8.3% |
| 3M | +65.5% | +30.5% | +35.0% | +24.4% |
| 6M | +102.9% | +13.3% | +89.6% | +72.3% |
| YTD | +25.2% | -21.0% | +46.2% | +46.1% |
| 1Y | -5.5% | -34.0% | +28.5% | +30.4% |
| 3Y | -10.9% | +33.1% | -44.0% | -51.8% |
| All | -54.8% | +41.3% | -96.0% | -72.6% |
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