+273.7%
IR vs GDDY
+151.5%
+122.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -4.5% | -3.2% | -1.3% | -3.6% |
| 30D | -13.9% | +6.8% | -20.7% | -16.3% |
| 3M | -0.3% | +30.5% | -30.8% | -10.6% |
| 6M | -14.3% | +13.3% | -27.7% | -20.4% |
| YTD | -7.9% | -21.0% | +13.1% | -3.4% |
| 1Y | -9.9% | -34.0% | +24.1% | +0.9% |
| 3Y | +6.5% | +33.1% | -26.5% | -9.0% |
| 5Y | +34.0% | +30.3% | +3.7% | +13.2% |
| All | +273.7% | +151.5% | +122.2% | +154.8% |
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 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