+103.6%
O vs GDDY
+390.3%
-286.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | -4.5% | +6.8% | -11.3% | -5.8% |
| 3M | -2.6% | +30.5% | -33.1% | -7.8% |
| 6M | -5.6% | +13.3% | -18.9% | -9.0% |
| YTD | +9.3% | -21.0% | +30.2% | +12.1% |
| 1Y | +4.3% | -34.0% | +38.3% | +10.6% |
| 3Y | +27.4% | +33.1% | -5.6% | +14.3% |
| 5Y | +17.1% | +30.3% | -13.3% | +3.5% |
| 10Y | +53.7% | +205.5% | -151.8% | +20.6% |
| All | +103.6% | +390.3% | -286.8% | +57.8% |
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 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