+140.2%
P vs GDDY
+28.5%
+111.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.4% |
| 7D | -4.1% | -7.0% | +2.9% | -3.2% |
| 30D | -14.0% | +6.2% | -20.2% | -15.1% |
| 3M | +41.4% | +20.0% | +21.4% | +32.8% |
| 6M | +54.2% | +6.8% | +47.3% | +48.6% |
| YTD | +40.4% | -22.3% | +62.8% | +55.1% |
| 1Y | +16.0% | -33.5% | +49.5% | +38.0% |
| All | +140.2% | +28.5% | +111.7% | +122.4% |
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