+405.1%
META vs GDDY
+201.9%
+203.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.7% |
| 7D | +5.5% | -7.0% | +12.5% | +8.6% |
| 30D | +7.6% | +6.2% | +1.3% | +4.0% |
| 3M | +13.0% | +20.0% | -7.1% | +1.2% |
| 6M | -1.3% | +6.8% | -8.1% | -8.3% |
| YTD | -2.2% | -22.3% | +20.1% | +4.5% |
| 1Y | -14.0% | -33.5% | +19.5% | -1.2% |
| 3Y | +118.2% | +29.2% | +89.0% | +68.4% |
| 5Y | +71.7% | +28.1% | +43.6% | +33.2% |
| All | +405.1% | +201.9% | +203.2% | +154.1% |
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