+30.0%
MGY vs GDDY
+30.8%
-0.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +3.5% | -3.2% | +6.7% | +3.7% |
| 30D | +5.3% | +6.8% | -1.5% | +4.6% |
| 3M | +2.6% | +30.5% | -27.8% | -1.6% |
| 6M | -3.3% | +13.3% | -16.6% | -5.6% |
| YTD | +29.2% | -21.0% | +50.2% | +33.9% |
| 1Y | +18.0% | -34.0% | +52.0% | +26.7% |
| 3Y | +30.0% | +33.1% | -3.1% | +32.1% |
| All | +30.0% | +30.8% | -0.8% | +32.1% |
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 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