+322.4%
NET vs GDDY
+39.1%
+283.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -4.2% |
| 7D | -16.4% | +11.1% | -27.4% | -20.3% |
| 30D | -25.8% | +18.6% | -44.5% | -31.6% |
| 3M | -11.5% | +32.8% | -44.3% | -23.2% |
| 6M | +18.9% | +34.0% | -15.1% | -0.7% |
| YTD | +35.2% | -4.6% | +39.9% | +39.4% |
| 1Y | +14.5% | -12.5% | +26.9% | +25.6% |
| All | +322.4% | +39.1% | +283.3% | +183.7% |
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 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