+781.0%
MS vs GDDY
+207.2%
+573.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -1.5% | -3.2% | +1.7% | -0.7% |
| 30D | -1.5% | +6.8% | -8.3% | -4.0% |
| 3M | +1.4% | +30.5% | -29.1% | -9.5% |
| 6M | +34.7% | +13.3% | +21.4% | +25.0% |
| YTD | +22.7% | -21.0% | +43.7% | +28.2% |
| 1Y | +40.1% | -34.0% | +74.1% | +56.1% |
| 3Y | +181.4% | +33.1% | +148.4% | +133.5% |
| 5Y | +142.6% | +30.3% | +112.3% | +97.4% |
| All | +781.0% | +207.2% | +573.8% | +389.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling