+503.0%
MA vs GDDY
+207.2%
+295.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | +1.7% | +6.8% | -5.1% | -1.3% |
| 3M | +17.2% | +30.5% | -13.3% | +3.6% |
| 6M | +13.3% | +13.3% | 0.0% | +4.9% |
| YTD | +0.2% | -21.0% | +21.2% | +6.0% |
| 1Y | -2.7% | -34.0% | +31.3% | +10.5% |
| 3Y | +39.1% | +33.1% | +6.0% | +11.2% |
| 5Y | +68.8% | +30.3% | +38.4% | +32.5% |
| All | +503.0% | +207.2% | +295.8% | +238.9% |
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 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