+59.8%
ON vs GDDY
+29.8%
+30.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.9% |
| 7D | +2.4% | -3.2% | +5.6% | +3.4% |
| 30D | -8.6% | +6.8% | -15.4% | -11.2% |
| 3M | -34.3% | +30.5% | -64.8% | -43.4% |
| 6M | +28.5% | +13.3% | +15.2% | +15.1% |
| YTD | +40.6% | -21.0% | +61.6% | +52.2% |
| 1Y | +55.3% | -34.0% | +89.3% | +87.7% |
| 3Y | -22.2% | +33.1% | -55.3% | -48.5% |
| All | +59.8% | +29.8% | +30.1% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling