+10.3%
JPM vs GDDY
-11.2%
+21.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.2% |
| 7D | -1.8% | +13.4% | -15.3% | -2.0% |
| 30D | +1.8% | +22.3% | -20.5% | +1.5% |
| 3M | -5.6% | +30.9% | -36.5% | -5.8% |
| 6M | +10.1% | +37.3% | -27.2% | +9.7% |
| YTD | +6.7% | -3.2% | +9.9% | +15.6% |
| 1Y | +10.3% | -9.8% | +20.1% | +23.6% |
| All | +10.3% | -11.2% | +21.5% | +23.6% |
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