+192.9%
NRG vs GDDY
+38.8%
+154.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -4.9% |
| 7D | -8.9% | +3.1% | -12.0% | -9.1% |
| 30D | -14.1% | +10.1% | -24.1% | -14.9% |
| 3M | -13.2% | +37.0% | -50.3% | -18.6% |
| 6M | -28.6% | +28.6% | -57.2% | -33.0% |
| YTD | -31.2% | -15.8% | -15.4% | -26.3% |
| 1Y | -33.4% | -28.0% | -5.4% | -24.2% |
| 3Y | +192.9% | +38.8% | +154.1% | +211.3% |
| All | +192.9% | +38.8% | +154.1% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling