+27.4%
O vs GDDY
+30.8%
-3.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.7% |
| 30D | -4.5% | +6.8% | -11.3% | -4.9% |
| 3M | -2.6% | +30.5% | -33.1% | -3.7% |
| 6M | -5.6% | +13.3% | -18.9% | -6.4% |
| YTD | +9.3% | -21.0% | +30.2% | +10.7% |
| 1Y | +4.3% | -34.0% | +38.3% | +7.1% |
| 3Y | +27.4% | +33.1% | -5.6% | +12.5% |
| All | +27.4% | +30.8% | -3.3% | +12.5% |
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