+79.2%
MRK vs GDDY
-11.2%
+90.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | +0.4% | +13.4% | -13.0% | +0.6% |
| 30D | +3.5% | +22.3% | -18.8% | +4.0% |
| 3M | +15.2% | +30.9% | -15.7% | +16.1% |
| 6M | +31.6% | +37.3% | -5.7% | +33.5% |
| YTD | +42.5% | -3.2% | +45.7% | +53.1% |
| 1Y | +79.2% | -9.8% | +89.0% | +98.1% |
| All | +79.2% | -11.2% | +90.4% | +98.1% |
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