+22.9%
ITW vs GDDY
-11.8%
+34.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.3% |
| 7D | +6.3% | +11.1% | -4.8% | +6.2% |
| 30D | +11.1% | +18.6% | -7.6% | +11.0% |
| 3M | +0.1% | +32.8% | -32.7% | -0.1% |
| 6M | +18.1% | +34.0% | -16.0% | +18.1% |
| YTD | +21.4% | -4.6% | +26.0% | +26.1% |
| 1Y | +22.9% | -12.5% | +35.3% | +33.8% |
| All | +22.9% | -11.8% | +34.7% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling