+182.7%
MS vs GDDY
+24.8%
+157.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.7% | -8.1% | +9.8% | +2.7% |
| 30D | 0.0% | +2.3% | -2.3% | -0.5% |
| 3M | +3.0% | +14.7% | -11.8% | -0.8% |
| 6M | +35.7% | +2.1% | +33.6% | +33.6% |
| YTD | +23.3% | -24.6% | +47.9% | +31.4% |
| 1Y | +44.7% | -37.1% | +81.8% | +62.5% |
| All | +182.7% | +24.8% | +157.9% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling