+186.2%
MO vs GDDY
+390.3%
-204.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -2.0% | +30.5% | -32.4% | -4.1% |
| 6M | +7.3% | +13.3% | -6.0% | +5.8% |
| YTD | +23.5% | -21.0% | +44.4% | +25.0% |
| 1Y | +11.0% | -34.0% | +45.0% | +14.1% |
| 3Y | +95.0% | +33.1% | +61.9% | +86.5% |
| 5Y | +100.6% | +30.3% | +70.3% | +90.5% |
| 10Y | +114.5% | +205.5% | -91.0% | +88.6% |
| All | +186.2% | +390.3% | -204.1% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling