+1,018.0%
KEYS vs GDDY
+207.2%
+810.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | -4.5% | +6.8% | -11.3% | -7.1% |
| 3M | -0.4% | +30.5% | -30.9% | -11.8% |
| 6M | +19.1% | +13.3% | +5.8% | +8.9% |
| YTD | +66.7% | -21.0% | +87.6% | +73.0% |
| 1Y | +96.5% | -34.0% | +130.5% | +118.6% |
| 3Y | +155.2% | +33.1% | +122.1% | +107.7% |
| 5Y | +88.0% | +30.3% | +57.7% | +51.6% |
| All | +1,018.0% | +207.2% | +810.8% | +503.0% |
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