+733.5%
MS vs GDDY
+406.5%
+326.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +1.4% | +3.7% | -2.3% | +0.3% |
| 30D | -0.3% | +10.4% | -10.6% | -3.3% |
| 3M | +0.3% | +19.4% | -19.1% | -6.8% |
| 6M | +31.3% | +14.3% | +17.1% | +22.7% |
| YTD | +24.7% | -18.4% | +43.0% | +28.4% |
| 1Y | +47.9% | -30.1% | +78.0% | +59.8% |
| 3Y | +178.3% | +39.4% | +138.9% | +135.5% |
| 5Y | +144.9% | +35.2% | +109.7% | +105.0% |
| 10Y | +804.5% | +210.0% | +594.5% | +494.1% |
| All | +733.5% | +406.5% | +326.9% | +426.1% |
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 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