+408.0%
META vs GDDY
+207.2%
+200.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | +5.1% | -3.2% | +8.3% | +6.3% |
| 30D | +12.0% | +6.8% | +5.1% | +8.0% |
| 3M | +14.1% | +30.5% | -16.4% | -1.4% |
| 6M | -0.9% | +13.3% | -14.2% | -10.4% |
| YTD | -1.7% | -21.0% | +19.3% | +4.3% |
| 1Y | -13.4% | -34.0% | +20.6% | +0.1% |
| 3Y | +112.6% | +33.1% | +79.5% | +61.8% |
| 5Y | +72.6% | +30.3% | +42.3% | +32.9% |
| All | +408.0% | +207.2% | +200.7% | +153.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling