+32.6%
NET vs GDDY
+48.1%
-15.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -5.9% |
| 7D | -16.4% | +11.1% | -27.4% | -24.4% |
| 30D | -25.8% | +18.6% | -44.5% | -37.2% |
| 3M | -11.5% | +32.8% | -44.3% | -33.7% |
| 6M | +18.9% | +34.0% | -15.1% | -18.4% |
| YTD | +35.2% | -4.6% | +39.9% | +28.5% |
| 1Y | +14.5% | -12.5% | +26.9% | +20.0% |
| 3Y | +313.8% | +38.3% | +275.5% | +90.9% |
| 5Y | +32.6% | +58.2% | -25.6% | -43.5% |
| All | +32.6% | +48.1% | -15.6% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling