+629.3%
ON vs GDDY
+207.2%
+422.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.6% |
| 7D | +2.4% | -3.2% | +5.6% | +4.0% |
| 30D | -8.6% | +6.8% | -15.4% | -12.8% |
| 3M | -34.3% | +30.5% | -64.8% | -47.3% |
| 6M | +28.5% | +13.3% | +15.2% | +8.5% |
| YTD | +40.6% | -21.0% | +61.6% | +46.1% |
| 1Y | +55.3% | -34.0% | +89.3% | +82.1% |
| 3Y | -22.2% | +33.1% | -55.3% | -48.6% |
| 5Y | +62.4% | +30.3% | +32.1% | +8.0% |
| All | +629.3% | +207.2% | +422.1% | +172.8% |
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