+470.9%
P vs GDDY
+260.6%
+210.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +5.0% | -8.1% | +13.1% | +8.8% |
| 30D | -0.9% | +2.3% | -3.2% | -3.2% |
| 3M | +38.7% | +14.7% | +23.9% | +23.0% |
| 6M | +54.4% | +2.1% | +52.3% | +43.3% |
| YTD | +44.8% | -24.6% | +69.4% | +54.5% |
| 1Y | +22.5% | -37.1% | +59.7% | +43.9% |
| 3Y | +148.2% | +25.5% | +122.7% | +91.2% |
| 5Y | +268.9% | +24.2% | +244.7% | +177.9% |
| 10Y | +696.9% | +191.6% | +505.3% | +328.1% |
| All | +470.9% | +260.6% | +210.4% | +188.0% |
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