+81.6%
KO vs GDDY
+27.5%
+54.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.1% |
| 7D | -1.1% | -7.0% | +5.9% | -0.6% |
| 30D | +1.6% | +6.2% | -4.6% | +1.0% |
| 3M | +5.8% | +20.0% | -14.3% | +4.2% |
| 6M | +14.3% | +6.8% | +7.5% | +13.3% |
| YTD | +27.3% | -22.3% | +49.6% | +29.3% |
| 1Y | +33.2% | -33.5% | +66.7% | +37.0% |
| 3Y | +64.5% | +29.2% | +35.3% | +53.7% |
| All | +81.6% | +27.5% | +54.1% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling