+1,449.6%
NET vs GDDY
+54.6%
+1,394.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -0.4% |
| 7D | -7.0% | +3.7% | -10.7% | -9.4% |
| 30D | -4.8% | +10.4% | -15.2% | -11.8% |
| 3M | +3.8% | +19.4% | -15.6% | -13.0% |
| 6M | +50.0% | +14.3% | +35.8% | +27.8% |
| YTD | +41.5% | -18.4% | +59.8% | +52.5% |
| 1Y | +32.8% | -30.1% | +62.9% | +61.7% |
| 3Y | +335.9% | +39.4% | +296.4% | +194.6% |
| 5Y | +113.8% | +35.2% | +78.7% | +63.6% |
| All | +1,449.6% | +54.6% | +1,394.9% | +1,059.7% |
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