+282.7%
MOD vs GDDY
+28.5%
+254.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.0% |
| 7D | -3.9% | -7.0% | +3.1% | -3.1% |
| 30D | -9.6% | +6.2% | -15.8% | -10.7% |
| 3M | -30.6% | +20.0% | -50.6% | -35.7% |
| 6M | -10.9% | +6.8% | -17.8% | -15.1% |
| YTD | +34.3% | -22.3% | +56.6% | +50.3% |
| 1Y | +18.3% | -33.5% | +51.8% | +45.5% |
| All | +282.7% | +28.5% | +254.2% | +225.9% |
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 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