+4.5%
HD vs GDDY
+29.8%
-25.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | -3.8% | -3.2% | -0.6% | -3.2% |
| 30D | -9.4% | +6.8% | -16.2% | -11.0% |
| 3M | -4.6% | +30.5% | -35.1% | -10.9% |
| 6M | -10.1% | +13.3% | -23.4% | -14.0% |
| YTD | -8.3% | -21.0% | +12.6% | -4.6% |
| 1Y | -25.0% | -34.0% | +9.0% | -18.2% |
| 3Y | +1.5% | +33.1% | -31.5% | -14.8% |
| All | +4.5% | +29.8% | -25.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling