+98.1%
NU vs GDDY
+30.8%
+67.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -3.0% |
| 7D | -4.9% | -3.2% | -1.7% | -4.3% |
| 30D | +7.8% | +6.8% | +1.0% | +5.7% |
| 3M | +20.9% | +30.5% | -9.5% | +10.6% |
| 6M | +0.9% | +13.3% | -12.4% | -4.3% |
| YTD | -12.7% | -21.0% | +8.3% | -5.1% |
| 1Y | -6.4% | -34.0% | +27.6% | +9.9% |
| 3Y | +98.1% | +33.1% | +65.0% | +84.5% |
| All | +98.1% | +30.8% | +67.3% | +84.5% |
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 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