-99.1%
NVD vs GDDY
+47.2%
-146.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.5% | +0.2% | +9.5% |
| 7D | +18.3% | +3.1% | +15.2% | +19.8% |
| 30D | +9.0% | +10.1% | -1.1% | +13.7% |
| 3M | -15.1% | +37.0% | -52.2% | +1.6% |
| 6M | -40.9% | +28.6% | -69.5% | -31.4% |
| YTD | -40.4% | -15.8% | -24.6% | -54.0% |
| 1Y | -50.7% | -28.0% | -22.7% | -67.9% |
| 3Y | -99.1% | +38.8% | -137.9% | -98.7% |
| All | -99.1% | +47.2% | -146.3% | -98.8% |
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