+1,065.2%
NRG vs GDDY
+207.2%
+857.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | -6.0% | +6.8% | -12.8% | -8.4% |
| 3M | -8.0% | +30.5% | -38.4% | -17.4% |
| 6M | -23.2% | +13.3% | -36.5% | -29.0% |
| YTD | -28.1% | -21.0% | -7.1% | -25.5% |
| 1Y | -27.3% | -34.0% | +6.7% | -19.8% |
| 3Y | +208.7% | +33.1% | +175.6% | +162.6% |
| 5Y | +197.7% | +30.3% | +167.3% | +146.5% |
| All | +1,065.2% | +207.2% | +857.9% | +542.8% |
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 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