+495.3%
ORLY vs GDDY
+390.3%
+105.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -4.8% | +30.5% | -35.2% | -10.1% |
| 6M | -9.1% | +13.3% | -22.4% | -12.3% |
| YTD | -5.9% | -21.0% | +15.1% | -3.3% |
| 1Y | -20.4% | -34.0% | +13.6% | -15.4% |
| 3Y | +36.6% | +33.1% | +3.5% | +23.9% |
| 5Y | +117.3% | +30.3% | +87.0% | +94.5% |
| 10Y | +362.7% | +205.5% | +157.2% | +261.5% |
| All | +495.3% | +390.3% | +105.0% | +359.6% |
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