+93.9%
ILMN vs GDDY
-11.8%
+105.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -4.7% |
| 7D | -21.6% | +11.1% | -32.6% | -21.1% |
| 30D | -22.9% | +18.6% | -41.5% | -22.9% |
| 3M | +11.6% | +32.8% | -21.2% | +10.6% |
| 6M | +62.5% | +34.0% | +28.5% | +58.9% |
| YTD | +72.7% | -4.6% | +77.4% | +76.3% |
| 1Y | +93.9% | -12.5% | +106.3% | +102.3% |
| All | +93.9% | -11.8% | +105.7% | +102.3% |
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