-74.2%
OPEN vs GDDY
+22.6%
-96.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.7% |
| 7D | -11.4% | -3.2% | -8.2% | -9.7% |
| 30D | -20.1% | +6.8% | -26.9% | -25.4% |
| 3M | -37.6% | +30.5% | -68.0% | -53.4% |
| 6M | -47.1% | +13.3% | -60.4% | -56.4% |
| YTD | -52.1% | -21.0% | -31.2% | -46.5% |
| 1Y | -73.5% | -34.0% | -39.5% | -64.7% |
| 3Y | -24.4% | +33.1% | -57.5% | -61.5% |
| 5Y | -85.1% | +30.3% | -115.4% | -91.0% |
| All | -74.2% | +22.6% | -96.8% | -84.0% |
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