+604.7%
MA vs GDDY
+368.0%
+236.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -3.5% | -8.1% | +4.6% | -1.0% |
| 30D | +0.8% | +2.3% | -1.5% | -0.4% |
| 3M | +14.8% | +14.7% | 0.0% | +7.8% |
| 6M | +10.0% | +2.1% | +7.9% | +6.7% |
| YTD | -0.1% | -24.6% | +24.5% | +6.4% |
| 1Y | -2.2% | -37.1% | +34.9% | +10.6% |
| 3Y | +39.3% | +25.5% | +13.8% | +19.3% |
| 5Y | +66.3% | +24.2% | +42.1% | +40.6% |
| 10Y | +513.2% | +191.6% | +321.6% | +321.9% |
| All | +604.7% | +368.0% | +236.7% | +373.3% |
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