+123.4%
ILMN vs GDDY
-29.3%
+152.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.3% |
| 7D | +1.2% | +3.7% | -2.5% | +0.8% |
| 30D | +9.2% | +10.4% | -1.2% | +7.7% |
| 3M | +29.8% | +19.4% | +10.4% | +24.1% |
| 6M | +69.2% | +14.3% | +54.9% | +62.4% |
| YTD | +66.4% | -18.4% | +84.7% | +98.1% |
| 1Y | +123.4% | -30.1% | +153.5% | +171.6% |
| All | +123.4% | -29.3% | +152.7% | +171.6% |
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