+41.5%
NU vs GDDY
+35.9%
+5.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -3.4% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | +7.8% | +6.8% | +1.0% | +3.6% |
| 3M | +20.9% | +30.5% | -9.5% | +2.0% |
| 6M | +0.9% | +13.3% | -12.4% | -9.7% |
| YTD | -12.7% | -21.0% | +8.3% | -4.3% |
| 1Y | -6.4% | -34.0% | +27.6% | +15.2% |
| 3Y | +98.1% | +33.1% | +65.0% | +29.4% |
| All | +41.5% | +35.9% | +5.6% | -2.5% |
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 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