-41.9%
IT vs GDDY
+29.8%
-71.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.3% |
| 7D | -3.7% | -3.2% | -0.5% | -2.0% |
| 30D | +0.1% | +6.8% | -6.7% | -3.6% |
| 3M | +20.7% | +30.5% | -9.8% | +3.4% |
| 6M | +12.0% | +13.3% | -1.4% | +3.4% |
| YTD | -28.8% | -21.0% | -7.9% | -21.4% |
| 1Y | -25.5% | -34.0% | +8.5% | -10.3% |
| 3Y | -48.8% | +33.1% | -81.8% | -59.4% |
| All | -41.9% | +29.8% | -71.7% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling