+327.1%
NET vs GDDY
+35.7%
+291.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -0.9% |
| 7D | -7.0% | +3.7% | -10.7% | -8.7% |
| 30D | -4.8% | +10.4% | -15.2% | -9.7% |
| 3M | +3.8% | +19.4% | -15.6% | -8.7% |
| 6M | +50.0% | +14.3% | +35.8% | +33.6% |
| YTD | +41.5% | -18.4% | +59.8% | +58.4% |
| 1Y | +32.8% | -30.1% | +62.9% | +67.3% |
| All | +327.1% | +35.7% | +291.4% | +134.5% |
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