+245.3%
NEM vs GDDY
+30.8%
+214.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -1.0% |
| 30D | +7.8% | +6.8% | +1.0% | +7.8% |
| 3M | +30.2% | +30.5% | -0.3% | +29.4% |
| 6M | +9.6% | +13.3% | -3.7% | +9.4% |
| YTD | +27.8% | -21.0% | +48.8% | +32.0% |
| 1Y | +60.7% | -34.0% | +94.7% | +69.6% |
| 3Y | +245.3% | +33.1% | +212.2% | +217.6% |
| All | +245.3% | +30.8% | +214.5% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling