+25.0%
ORCL vs GDDY
+28.5%
-3.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.3% | -5.9% |
| 7D | -0.7% | -7.0% | +6.3% | +0.4% |
| 30D | +5.1% | +6.2% | -1.1% | +3.5% |
| 3M | -23.7% | +20.0% | -43.8% | -28.4% |
| 6M | +3.1% | +6.8% | -3.7% | -0.7% |
| YTD | -20.8% | -22.3% | +1.6% | -17.4% |
| 1Y | -52.9% | -33.5% | -19.4% | -48.8% |
| All | +25.0% | +28.5% | -3.5% | +16.1% |
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