+73.6%
META vs GDDY
+29.8%
+43.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | +5.1% | -3.2% | +8.3% | +6.1% |
| 30D | +12.0% | +6.8% | +5.1% | +8.5% |
| 3M | +14.1% | +30.5% | -16.4% | -0.1% |
| 6M | -0.9% | +13.3% | -14.2% | -9.5% |
| YTD | -1.7% | -21.0% | +19.3% | +6.3% |
| 1Y | -13.4% | -34.0% | +20.6% | +2.7% |
| 3Y | +112.6% | +33.1% | +79.5% | +47.9% |
| All | +73.6% | +29.8% | +43.9% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling