+34.3%
LYB vs GDDY
+390.3%
-356.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | +0.3% | -3.2% | +3.5% | +0.8% |
| 30D | +2.5% | +6.8% | -4.3% | +0.5% |
| 3M | +1.4% | +30.5% | -29.1% | -6.6% |
| 6M | -3.5% | +13.3% | -16.8% | -8.7% |
| YTD | +52.0% | -21.0% | +72.9% | +56.7% |
| 1Y | +22.1% | -34.0% | +56.1% | +31.9% |
| 3Y | -22.8% | +33.1% | -55.8% | -32.3% |
| 5Y | -3.4% | +30.3% | -33.7% | -16.7% |
| 10Y | +47.4% | +205.5% | -158.2% | +7.8% |
| All | +34.3% | +390.3% | -356.0% | -3.9% |
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