+60.3%
HYG vs GDDY
+390.3%
-330.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -0.7% | +6.8% | -7.5% | -1.4% |
| 3M | -0.2% | +30.5% | -30.7% | -3.0% |
| 6M | +1.4% | +13.3% | -11.9% | -0.4% |
| YTD | +1.5% | -21.0% | +22.4% | +2.9% |
| 1Y | +2.9% | -34.0% | +36.9% | +6.1% |
| 3Y | +25.6% | +33.1% | -7.4% | +19.5% |
| 5Y | +18.6% | +30.3% | -11.8% | +12.0% |
| 10Y | +55.7% | +205.5% | -149.8% | +37.2% |
| All | +60.3% | +390.3% | -330.0% | +40.2% |
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 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