+271.8%
MRK vs GDDY
+390.3%
-118.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -4.0% |
| 30D | +8.3% | +6.8% | +1.5% | +7.4% |
| 3M | +20.0% | +30.5% | -10.4% | +16.1% |
| 6M | +25.7% | +13.3% | +12.3% | +23.0% |
| YTD | +38.7% | -21.0% | +59.7% | +41.2% |
| 1Y | +74.7% | -34.0% | +108.7% | +81.5% |
| 3Y | +45.4% | +33.1% | +12.3% | +36.5% |
| 5Y | +129.0% | +30.3% | +98.7% | +112.5% |
| 10Y | +228.0% | +205.5% | +22.5% | +171.1% |
| All | +271.8% | +390.3% | -118.6% | +209.9% |
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 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