-53.1%
ILMN vs GDDY
+29.8%
-82.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.0% |
| 7D | -5.4% | -3.2% | -2.2% | -4.4% |
| 30D | +7.0% | +6.8% | +0.2% | +4.1% |
| 3M | +24.2% | +30.5% | -6.3% | +9.5% |
| 6M | +69.9% | +13.3% | +56.6% | +56.3% |
| YTD | +57.4% | -21.0% | +78.4% | +68.2% |
| 1Y | +107.9% | -34.0% | +141.9% | +141.1% |
| 3Y | +37.1% | +33.1% | +4.1% | +1.7% |
| All | -53.1% | +29.8% | -82.9% | -64.5% |
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