+590.9%
JPM vs GDDY
+207.2%
+383.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -2.5% | +6.8% | -9.3% | -4.3% |
| 3M | +14.1% | +30.5% | -16.3% | +5.0% |
| 6M | +25.1% | +13.3% | +11.8% | +18.4% |
| YTD | +12.1% | -21.0% | +33.1% | +16.4% |
| 1Y | +18.8% | -34.0% | +52.8% | +29.5% |
| 3Y | +163.4% | +33.1% | +130.4% | +130.1% |
| 5Y | +156.5% | +30.3% | +126.2% | +120.1% |
| All | +590.9% | +207.2% | +383.6% | +352.9% |
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 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