+252.1%
INTC vs GDDY
+207.2%
+44.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.1% |
| 7D | +7.5% | -3.2% | +10.7% | +8.0% |
| 30D | +2.0% | +6.8% | -4.8% | -0.7% |
| 3M | -12.0% | +30.5% | -42.5% | -21.9% |
| 6M | +114.5% | +13.3% | +101.2% | +96.5% |
| YTD | +179.0% | -21.0% | +199.9% | +188.6% |
| 1Y | +318.3% | -34.0% | +352.3% | +363.6% |
| 3Y | +171.2% | +33.1% | +138.1% | +118.0% |
| 5Y | +107.6% | +30.3% | +77.3% | +64.4% |
| All | +252.1% | +207.2% | +44.9% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling