-13.3%
IBM vs GDDY
-11.8%
-1.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.6% |
| 7D | +0.4% | +11.1% | -10.6% | -2.3% |
| 30D | +14.8% | +18.6% | -3.9% | +9.5% |
| 3M | +8.9% | +32.8% | -23.9% | +0.1% |
| 6M | +12.4% | +34.0% | -21.6% | +1.3% |
| YTD | -12.4% | -4.6% | -7.8% | -11.5% |
| 1Y | -13.3% | -12.5% | -0.8% | -8.6% |
| All | -13.3% | -11.8% | -1.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling