+129.9%
MRK vs GDDY
+29.8%
+100.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | +8.3% | +6.8% | +1.5% | +8.0% |
| 3M | +20.0% | +30.5% | -10.4% | +18.7% |
| 6M | +25.7% | +13.3% | +12.3% | +24.7% |
| YTD | +38.7% | -21.0% | +59.7% | +41.0% |
| 1Y | +74.7% | -34.0% | +108.7% | +79.8% |
| 3Y | +45.4% | +33.1% | +12.3% | +41.1% |
| All | +129.9% | +29.8% | +100.1% | +140.7% |
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