+347.4%
IVV vs GDDY
+364.4%
-17.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | +1.3% |
| 7D | +0.5% | -7.6% | +8.1% | +2.3% |
| 30D | -1.0% | +2.0% | -3.0% | -1.8% |
| 3M | +3.9% | +15.1% | -11.2% | -1.2% |
| 6M | +14.5% | -1.1% | +15.6% | +12.3% |
| YTD | +12.9% | -25.1% | +38.0% | +18.2% |
| 1Y | +19.4% | -37.3% | +56.6% | +30.7% |
| 3Y | +78.8% | +24.5% | +54.3% | +60.4% |
| 5Y | +82.2% | +23.5% | +58.7% | +61.6% |
| 10Y | +313.7% | +185.0% | +128.7% | +215.0% |
| All | +347.4% | +364.4% | -17.0% | +235.9% |
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