+50.7%
O vs GDDY
+207.2%
-156.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | -4.5% | +6.8% | -11.3% | -6.1% |
| 3M | -2.6% | +30.5% | -33.1% | -9.0% |
| 6M | -5.6% | +13.3% | -18.9% | -9.7% |
| YTD | +9.3% | -21.0% | +30.2% | +12.8% |
| 1Y | +4.3% | -34.0% | +38.3% | +12.3% |
| 3Y | +27.4% | +33.1% | -5.6% | +10.0% |
| 5Y | +17.1% | +30.3% | -13.3% | -1.2% |
| All | +50.7% | +207.2% | -156.5% | +1.9% |
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