+89.7%
GWW vs GDDY
+30.8%
+58.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | -1.9% | +6.8% | -8.7% | -2.8% |
| 3M | -2.4% | +30.5% | -32.9% | -7.1% |
| 6M | +15.7% | +13.3% | +2.4% | +12.2% |
| YTD | +27.6% | -21.0% | +48.6% | +33.7% |
| 1Y | +27.2% | -34.0% | +61.2% | +39.1% |
| 3Y | +89.7% | +33.1% | +56.6% | +82.2% |
| All | +89.7% | +30.8% | +58.9% | +82.2% |
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