+1.7%
OXY vs GDDY
+30.8%
-29.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +2.8% | -3.2% | +6.0% | +2.9% |
| 30D | +5.5% | +6.8% | -1.4% | +5.2% |
| 3M | +11.3% | +30.5% | -19.2% | +9.0% |
| 6M | +11.6% | +13.3% | -1.7% | +10.3% |
| YTD | +51.6% | -21.0% | +72.5% | +55.2% |
| 1Y | +36.2% | -34.0% | +70.2% | +42.4% |
| 3Y | +1.7% | +33.1% | -31.4% | -3.8% |
| All | +1.7% | +30.8% | -29.1% | -3.8% |
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 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