+681.1%
P vs GDDY
+207.2%
+473.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.6% | +3.5% |
| 7D | -1.3% | -3.2% | +1.9% | -0.2% |
| 30D | -11.9% | +6.8% | -18.7% | -15.7% |
| 3M | +41.6% | +30.5% | +11.1% | +17.0% |
| 6M | +58.1% | +13.3% | +44.8% | +38.4% |
| YTD | +46.5% | -21.0% | +67.5% | +53.5% |
| 1Y | +19.1% | -34.0% | +53.1% | +38.2% |
| 3Y | +150.6% | +33.1% | +117.5% | +82.2% |
| 5Y | +271.8% | +30.3% | +241.4% | +164.5% |
| All | +681.1% | +207.2% | +473.8% | +299.8% |
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 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