+217.8%
INTU vs GDDY
+207.2%
+10.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +1.9% |
| 7D | -3.3% | -3.2% | -0.1% | -1.9% |
| 30D | -3.9% | +6.8% | -10.7% | -7.2% |
| 3M | +16.6% | +30.5% | -13.8% | +0.5% |
| 6M | -26.4% | +13.3% | -39.8% | -32.0% |
| YTD | -51.0% | -21.0% | -30.0% | -46.3% |
| 1Y | -50.8% | -34.0% | -16.8% | -41.1% |
| 3Y | -40.1% | +33.1% | -73.1% | -52.4% |
| 5Y | -41.2% | +30.3% | -71.5% | -53.0% |
| All | +217.8% | +207.2% | +10.5% | +78.6% |
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