+57.3%
LLY vs GDDY
-11.8%
+69.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.3% |
| 7D | +10.1% | +11.1% | -1.0% | +9.2% |
| 30D | +24.0% | +18.6% | +5.4% | +22.7% |
| 3M | +27.3% | +32.8% | -5.5% | +25.3% |
| 6M | +47.0% | +34.0% | +12.9% | +44.8% |
| YTD | +32.6% | -4.6% | +37.2% | +36.9% |
| 1Y | +57.3% | -12.5% | +69.8% | +63.1% |
| All | +57.3% | -11.8% | +69.2% | +63.1% |
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