+433.8%
MAR vs GDDY
+207.2%
+226.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -5.4% | +6.8% | -12.2% | -8.0% |
| 3M | -15.5% | +30.5% | -46.0% | -24.5% |
| 6M | +3.0% | +13.3% | -10.4% | -4.4% |
| YTD | +8.5% | -21.0% | +29.5% | +13.7% |
| 1Y | +26.0% | -34.0% | +60.0% | +41.1% |
| 3Y | +68.6% | +33.1% | +35.5% | +40.9% |
| 5Y | +157.4% | +30.3% | +127.1% | +113.1% |
| All | +433.8% | +207.2% | +226.6% | +226.8% |
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