+929.6%
MSCI vs GDDY
+368.0%
+561.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -1.1% | -8.1% | +7.0% | +1.9% |
| 30D | -1.2% | +2.3% | -3.5% | -2.3% |
| 3M | -8.4% | +14.7% | -23.1% | -14.4% |
| 6M | -1.0% | +2.1% | -3.1% | -4.0% |
| YTD | -2.3% | -24.6% | +22.3% | +5.1% |
| 1Y | -1.2% | -37.1% | +36.0% | +13.6% |
| 3Y | +7.9% | +25.5% | -17.6% | -8.4% |
| 5Y | -10.1% | +24.2% | -34.3% | -23.8% |
| 10Y | +631.0% | +191.6% | +439.4% | +421.2% |
| All | +929.6% | +368.0% | +561.6% | +624.3% |
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