+123.0%
IBM vs GDDY
+29.8%
+93.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.6% |
| 7D | +3.6% | -3.2% | +6.8% | +4.2% |
| 30D | +3.1% | +6.8% | -3.7% | +1.4% |
| 3M | -10.8% | +30.5% | -41.3% | -16.7% |
| 6M | -0.8% | +13.3% | -14.1% | -4.6% |
| YTD | -16.2% | -21.0% | +4.8% | -14.1% |
| 1Y | -2.9% | -34.0% | +31.1% | +2.8% |
| 3Y | +79.8% | +33.1% | +46.8% | +71.0% |
| All | +123.0% | +29.8% | +93.3% | +122.6% |
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 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