+13.5%
ILMN vs GDDY
+368.0%
-354.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.1% |
| 7D | -3.9% | -8.1% | +4.2% | -1.2% |
| 30D | +6.9% | +2.3% | +4.6% | +5.6% |
| 3M | +28.1% | +14.7% | +13.4% | +19.1% |
| 6M | +65.0% | +2.1% | +62.9% | +58.5% |
| YTD | +56.3% | -24.6% | +80.9% | +66.3% |
| 1Y | +108.7% | -37.1% | +145.8% | +137.6% |
| 3Y | +33.1% | +25.5% | +7.6% | +13.2% |
| 5Y | -54.1% | +24.2% | -78.3% | -61.1% |
| 10Y | +27.8% | +191.6% | -163.8% | -12.9% |
| All | +13.5% | +368.0% | -354.5% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling