+1,381.0%
NET vs GDDY
+80.6%
+1,300.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -5.3% |
| 7D | -16.4% | +11.1% | -27.4% | -23.1% |
| 30D | -25.8% | +18.6% | -44.5% | -35.3% |
| 3M | -11.5% | +32.8% | -44.3% | -29.9% |
| 6M | +18.9% | +34.0% | -15.1% | -11.2% |
| YTD | +35.2% | -4.6% | +39.9% | +27.3% |
| 1Y | +14.5% | -12.5% | +26.9% | +15.3% |
| 3Y | +313.8% | +38.3% | +275.5% | +178.3% |
| 5Y | +32.6% | +58.2% | -25.6% | -11.2% |
| All | +1,381.0% | +80.6% | +1,300.4% | +868.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling