+100.0%
IT vs GDDY
+207.2%
-107.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.5% |
| 7D | -3.7% | -3.2% | -0.5% | -2.2% |
| 30D | +0.1% | +6.8% | -6.7% | -3.0% |
| 3M | +20.7% | +30.5% | -9.8% | +6.4% |
| 6M | +12.0% | +13.3% | -1.4% | +5.1% |
| YTD | -28.8% | -21.0% | -7.9% | -22.5% |
| 1Y | -25.5% | -34.0% | +8.5% | -12.9% |
| 3Y | -48.8% | +33.1% | -81.8% | -55.9% |
| 5Y | -42.7% | +30.3% | -73.1% | -50.9% |
| All | +100.0% | +207.2% | -107.2% | +28.7% |
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