+114.4%
META vs GDDY
+24.8%
+89.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.4% |
| 7D | +10.3% | -8.1% | +18.4% | +11.8% |
| 30D | +9.9% | +2.3% | +7.6% | +9.2% |
| 3M | +11.9% | +14.7% | -2.8% | +7.8% |
| 6M | +1.2% | +2.1% | -0.9% | -0.7% |
| YTD | -0.8% | -24.6% | +23.8% | +6.3% |
| 1Y | -14.3% | -37.1% | +22.8% | -2.6% |
| All | +114.4% | +24.8% | +89.6% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling