+361.0%
ORLY vs GDDY
+207.2%
+153.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -6.8% | +6.8% | -13.6% | -8.3% |
| 3M | -4.8% | +30.5% | -35.2% | -11.0% |
| 6M | -9.1% | +13.3% | -22.4% | -12.8% |
| YTD | -5.9% | -21.0% | +15.1% | -2.8% |
| 1Y | -20.4% | -34.0% | +13.6% | -14.5% |
| 3Y | +36.6% | +33.1% | +3.5% | +20.9% |
| 5Y | +117.3% | +30.3% | +87.0% | +89.0% |
| All | +361.0% | +207.2% | +153.8% | +234.7% |
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