+1,486.4%
MOD vs GDDY
+27.3%
+1,459.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.2% |
| 7D | -3.9% | -7.0% | +3.1% | -2.6% |
| 30D | -9.6% | +6.2% | -15.8% | -11.3% |
| 3M | -30.6% | +20.0% | -50.6% | -36.7% |
| 6M | -10.9% | +6.8% | -17.8% | -16.4% |
| YTD | +34.3% | -22.3% | +56.6% | +43.4% |
| 1Y | +18.3% | -33.5% | +51.8% | +35.9% |
| 3Y | +281.9% | +29.2% | +252.7% | +242.2% |
| 5Y | +1,486.4% | +28.1% | +1,458.3% | +1,465.4% |
| All | +1,486.4% | +27.3% | +1,459.1% | +1,465.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling