+3.0%
MAR vs GDDY
+7.3%
-4.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.7% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | -5.4% | +6.8% | -12.2% | -5.5% |
| 3M | -15.5% | +30.5% | -46.0% | -15.6% |
| 6M | +3.0% | +13.3% | -10.4% | +3.9% |
| All | +3.0% | +7.3% | -4.3% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling