+242.7%
NI vs GDDY
+390.3%
-147.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -1.4% | +6.8% | -8.2% | -2.4% |
| 3M | -10.6% | +30.5% | -41.0% | -14.1% |
| 6M | -9.3% | +13.3% | -22.6% | -11.7% |
| YTD | +1.1% | -21.0% | +22.1% | +3.0% |
| 1Y | +3.4% | -34.0% | +37.4% | +7.9% |
| 3Y | +67.9% | +33.1% | +34.8% | +57.0% |
| 5Y | +98.0% | +30.3% | +67.6% | +83.2% |
| 10Y | +143.6% | +205.5% | -62.0% | +100.9% |
| All | +242.7% | +390.3% | -147.7% | +177.8% |
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