+188.3%
ITW vs GDDY
+207.2%
-19.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | -8.3% | +6.8% | -15.1% | -10.0% |
| 3M | +6.0% | +30.5% | -24.4% | -1.5% |
| 6M | 0.0% | +13.3% | -13.3% | -4.8% |
| YTD | +10.2% | -21.0% | +31.2% | +14.1% |
| 1Y | +3.2% | -34.0% | +37.2% | +11.8% |
| 3Y | +21.0% | +33.1% | -12.1% | +6.1% |
| 5Y | +37.9% | +30.3% | +7.6% | +19.3% |
| All | +188.3% | +207.2% | -19.0% | +93.5% |
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