+1,328.0%
MOD vs GDDY
+364.4%
+963.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | +1.3% |
| 7D | +6.3% | -7.6% | +14.0% | +8.7% |
| 30D | -1.7% | +2.0% | -3.6% | -3.0% |
| 3M | -30.1% | +15.1% | -45.2% | -36.0% |
| 6M | +2.7% | -1.1% | +3.8% | -2.2% |
| YTD | +44.1% | -25.1% | +69.2% | +50.5% |
| 1Y | +38.7% | -37.3% | +76.0% | +54.7% |
| 3Y | +309.8% | +24.5% | +285.2% | +258.3% |
| 5Y | +1,569.7% | +23.5% | +1,546.2% | +1,332.1% |
| 10Y | +1,520.5% | +185.0% | +1,335.5% | +1,040.6% |
| All | +1,328.0% | +364.4% | +963.6% | +877.0% |
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