+620.6%
MSCI vs GDDY
+207.2%
+413.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | -3.2% | -3.2% | 0.0% | -2.0% |
| 30D | -1.1% | +6.8% | -7.9% | -4.4% |
| 3M | -6.3% | +30.5% | -36.8% | -18.6% |
| 6M | +2.1% | +13.3% | -11.2% | -6.3% |
| YTD | -2.3% | -21.0% | +18.7% | +4.6% |
| 1Y | -3.9% | -34.0% | +30.1% | +11.5% |
| 3Y | +7.5% | +33.1% | -25.6% | -16.4% |
| 5Y | -9.8% | +30.3% | -40.1% | -30.2% |
| All | +620.6% | +207.2% | +413.4% | +307.5% |
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