+112.5%
NET vs GDDY
+35.2%
+77.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -0.1% |
| 7D | -7.0% | +3.7% | -10.7% | -9.9% |
| 30D | -4.8% | +10.4% | -15.2% | -13.3% |
| 3M | +3.8% | +19.4% | -15.6% | -17.4% |
| 6M | +50.0% | +14.3% | +35.8% | +21.4% |
| YTD | +41.5% | -18.4% | +59.8% | +58.1% |
| 1Y | +32.8% | -30.1% | +62.9% | +75.8% |
| 3Y | +335.9% | +39.4% | +296.4% | +98.2% |
| All | +112.5% | +35.2% | +77.3% | +18.7% |
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 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