+43.1%
MOD vs GDDY
-29.3%
+72.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +3.6% |
| 7D | +9.6% | +3.7% | +5.9% | +10.8% |
| 30D | 0.0% | +10.4% | -10.4% | +3.5% |
| 3M | -35.4% | +19.4% | -54.8% | -31.1% |
| 6M | -7.3% | +14.3% | -21.5% | -1.2% |
| YTD | +45.8% | -18.4% | +64.2% | +53.2% |
| 1Y | +43.1% | -30.1% | +73.2% | +47.2% |
| All | +43.1% | -29.3% | +72.5% | +47.2% |
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 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