-21.1%
LOW vs GDDY
-29.3%
+8.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -1.7% | +3.7% | -5.4% | -2.2% |
| 30D | -7.0% | +10.4% | -17.4% | -8.2% |
| 3M | -0.9% | +19.4% | -20.3% | -3.3% |
| 6M | -20.1% | +14.3% | -34.3% | -21.8% |
| YTD | -13.9% | -18.4% | +4.4% | -13.5% |
| 1Y | -21.1% | -30.1% | +9.0% | -18.4% |
| All | -21.1% | -29.3% | +8.2% | -18.4% |
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