+1,779.9%
LLY vs GDDY
+381.9%
+1,398.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.5% |
| 7D | -3.2% | -7.0% | +3.8% | -2.3% |
| 30D | -7.4% | +6.2% | -13.6% | -8.2% |
| 3M | -1.0% | +20.0% | -21.1% | -3.8% |
| 6M | +12.5% | +6.8% | +5.7% | +10.5% |
| YTD | +5.0% | -22.3% | +27.3% | +7.4% |
| 1Y | +49.8% | -33.5% | +83.3% | +56.3% |
| 3Y | +95.5% | +29.2% | +66.3% | +86.4% |
| 5Y | +390.7% | +28.1% | +362.6% | +363.0% |
| 10Y | +1,578.5% | +200.2% | +1,378.3% | +1,331.6% |
| All | +1,779.9% | +381.9% | +1,398.0% | +1,510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling