+226.7%
LOW vs GDDY
+390.3%
-163.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | -8.9% | +6.8% | -15.7% | -10.9% |
| 3M | -10.4% | +30.5% | -40.9% | -17.7% |
| 6M | -19.4% | +13.3% | -32.7% | -23.8% |
| YTD | -17.1% | -21.0% | +3.8% | -13.8% |
| 1Y | -26.3% | -34.0% | +7.7% | -19.3% |
| 3Y | -9.9% | +33.1% | -43.0% | -23.1% |
| 5Y | +6.1% | +30.3% | -24.2% | -10.4% |
| 10Y | +230.8% | +205.5% | +25.3% | +132.6% |
| All | +226.7% | +390.3% | -163.7% | +124.2% |
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