-32.6%
MOD vs GDDY
-11.8%
-20.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.3% | -25.7% | -20.0% |
| 7D | -31.3% | +11.1% | -42.4% | -28.6% |
| 30D | -46.1% | +18.6% | -64.7% | -42.7% |
| 3M | -51.1% | +32.8% | -83.9% | -45.8% |
| 6M | -62.1% | +34.0% | -96.1% | -57.1% |
| YTD | -26.2% | -4.6% | -21.5% | -19.7% |
| 1Y | -32.6% | -12.5% | -20.1% | -24.9% |
| All | -32.6% | -11.8% | -20.7% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling