-6.4%
ICE vs GDDY
-29.3%
+22.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -0.7% | +3.7% | -4.4% | -1.3% |
| 30D | +7.6% | +10.4% | -2.8% | +5.7% |
| 3M | +13.9% | +19.4% | -5.5% | +9.7% |
| 6M | -2.4% | +14.3% | -16.6% | -5.7% |
| YTD | +0.3% | -18.4% | +18.6% | +6.6% |
| 1Y | -6.4% | -30.1% | +23.7% | +4.0% |
| All | -6.4% | -29.3% | +22.9% | +4.0% |
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 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