+171.2%
INTC vs GDDY
+30.8%
+140.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.7% |
| 7D | +7.5% | -3.2% | +10.7% | +7.4% |
| 30D | +2.0% | +6.8% | -4.8% | +2.0% |
| 3M | -12.0% | +30.5% | -42.5% | -13.7% |
| 6M | +114.5% | +13.3% | +101.2% | +112.5% |
| YTD | +179.0% | -21.0% | +199.9% | +200.0% |
| 1Y | +318.3% | -34.0% | +352.3% | +374.0% |
| 3Y | +171.2% | +33.1% | +138.1% | +163.8% |
| All | +171.2% | +30.8% | +140.4% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling