+274.5%
IR vs GDDY
+147.2%
+127.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.6% |
| 7D | -3.1% | -7.0% | +3.9% | -0.9% |
| 30D | -14.0% | +6.2% | -20.2% | -16.3% |
| 3M | +3.7% | +20.0% | -16.3% | -4.5% |
| 6M | -15.4% | +6.8% | -22.2% | -19.7% |
| YTD | -7.7% | -22.3% | +14.7% | -2.7% |
| 1Y | -8.8% | -33.5% | +24.7% | +1.7% |
| 3Y | +5.6% | +29.2% | -23.6% | -8.9% |
| 5Y | +34.3% | +28.1% | +6.3% | +14.1% |
| All | +274.5% | +147.2% | +127.4% | +156.9% |
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