+59.2%
LUV vs GDDY
-11.8%
+71.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.5% | +6.5% |
| 7D | +6.8% | +11.1% | -4.3% | +6.1% |
| 30D | +10.9% | +18.6% | -7.7% | +9.7% |
| 3M | -4.2% | +32.8% | -37.0% | -6.1% |
| 6M | +22.1% | +34.0% | -11.9% | +19.5% |
| YTD | +13.8% | -4.6% | +18.5% | +13.6% |
| 1Y | +59.2% | -12.5% | +71.7% | +66.6% |
| All | +59.2% | -11.8% | +71.1% | +66.6% |
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