+110.9%
MO vs GDDY
+207.2%
-96.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | +7.1% | +6.8% | +0.3% | +6.4% |
| 3M | -2.0% | +30.5% | -32.4% | -4.4% |
| 6M | +7.3% | +13.3% | -6.0% | +5.6% |
| YTD | +23.5% | -21.0% | +44.4% | +25.4% |
| 1Y | +11.0% | -34.0% | +45.0% | +14.6% |
| 3Y | +95.0% | +33.1% | +61.9% | +84.5% |
| 5Y | +100.6% | +30.3% | +70.3% | +88.0% |
| All | +110.9% | +207.2% | -96.4% | +62.5% |
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