+68.6%
MA vs GDDY
+29.8%
+38.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | +1.7% | +6.8% | -5.1% | -0.6% |
| 3M | +17.2% | +30.5% | -13.3% | +6.4% |
| 6M | +13.3% | +13.3% | 0.0% | +6.8% |
| YTD | +0.2% | -21.0% | +21.2% | +5.7% |
| 1Y | -2.7% | -34.0% | +31.3% | +9.0% |
| 3Y | +39.1% | +33.1% | +6.0% | +11.7% |
| All | +68.6% | +29.8% | +38.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling