+113.6%
NOK vs GDDY
+222.6%
-109.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | +6.5% | -19.8% | -14.5% |
| 7D | -3.8% | +3.1% | -6.9% | -4.7% |
| 30D | -10.3% | +10.1% | -20.4% | -12.5% |
| 3M | -34.8% | +37.0% | -71.8% | -40.6% |
| 6M | +17.1% | +28.6% | -11.5% | +7.4% |
| YTD | +49.1% | -15.8% | +65.0% | +51.6% |
| 1Y | +114.0% | -28.0% | +142.0% | +126.3% |
| 3Y | +158.3% | +38.8% | +119.5% | +117.5% |
| 5Y | +86.5% | +40.8% | +45.7% | +53.8% |
| 10Y | +113.6% | +221.1% | -107.5% | +24.0% |
| All | +113.6% | +222.6% | -109.0% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling