+287.4%
NET vs GDDY
+41.2%
+246.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.5% | -9.8% | -8.8% |
| 7D | -21.2% | +13.4% | -34.6% | -25.6% |
| 30D | -31.1% | +22.3% | -53.5% | -37.3% |
| 3M | -16.5% | +30.9% | -47.4% | -27.0% |
| 6M | 0.0% | +37.3% | -37.3% | -17.4% |
| YTD | +24.0% | -3.2% | +27.2% | +27.1% |
| 1Y | +7.0% | -9.8% | +16.8% | +15.3% |
| All | +287.4% | +41.2% | +246.2% | +158.6% |
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