+878.4%
MSFT vs GDDY
+207.2%
+671.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | +0.8% | +6.8% | -6.0% | -2.2% |
| 3M | +27.2% | +30.5% | -3.3% | +11.6% |
| 6M | +22.9% | +13.3% | +9.6% | +13.3% |
| YTD | +3.1% | -21.0% | +24.1% | +8.9% |
| 1Y | -0.3% | -34.0% | +33.7% | +13.0% |
| 3Y | +50.1% | +33.1% | +17.0% | +19.8% |
| 5Y | +74.6% | +30.3% | +44.3% | +37.8% |
| All | +878.4% | +207.2% | +671.1% | +422.1% |
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