+550.1%
GWW vs GDDY
+390.3%
+159.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -3.4% | -3.2% | -0.2% | -2.8% |
| 30D | -1.9% | +6.8% | -8.7% | -3.4% |
| 3M | -2.4% | +30.5% | -32.9% | -8.5% |
| 6M | +15.7% | +13.3% | +2.4% | +11.0% |
| YTD | +27.6% | -21.0% | +48.6% | +31.2% |
| 1Y | +27.2% | -34.0% | +61.2% | +35.8% |
| 3Y | +89.7% | +33.1% | +56.6% | +72.5% |
| 5Y | +223.9% | +30.3% | +193.6% | +191.6% |
| 10Y | +567.1% | +205.5% | +361.6% | +441.7% |
| All | +550.1% | +390.3% | +159.7% | +435.0% |
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