+1,319.7%
MSFT vs GDDY
+381.9%
+937.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.8% |
| 7D | -3.5% | -7.0% | +3.5% | -1.3% |
| 30D | -2.1% | +6.2% | -8.3% | -4.4% |
| 3M | +24.2% | +20.0% | +4.1% | +14.3% |
| 6M | +21.9% | +6.8% | +15.0% | +16.0% |
| YTD | +2.5% | -22.3% | +24.8% | +7.9% |
| 1Y | -0.8% | -33.5% | +32.7% | +9.8% |
| 3Y | +50.8% | +29.2% | +21.6% | +27.9% |
| 5Y | +73.5% | +28.1% | +45.4% | +45.8% |
| 10Y | +886.6% | +200.2% | +686.4% | +577.8% |
| All | +1,319.7% | +381.9% | +937.9% | +858.4% |
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