-3.3%
LVS vs GDDY
+207.2%
-210.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -6.2% | +6.8% | -13.0% | -8.8% |
| 3M | -14.8% | +30.5% | -45.3% | -24.0% |
| 6M | -20.9% | +13.3% | -34.2% | -26.3% |
| YTD | -33.0% | -21.0% | -12.1% | -29.6% |
| 1Y | -20.0% | -34.0% | +14.0% | -10.4% |
| 3Y | -6.9% | +33.1% | -40.0% | -23.9% |
| 5Y | +9.1% | +30.3% | -21.2% | -11.7% |
| All | -3.3% | +207.2% | -210.5% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling