+282.9%
QCOM vs GDDY
+207.2%
+75.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | +7.8% | -3.2% | +11.0% | +8.9% |
| 30D | +12.2% | +6.8% | +5.4% | +8.4% |
| 3M | -9.9% | +30.5% | -40.3% | -21.9% |
| 6M | +36.9% | +13.3% | +23.6% | +23.5% |
| YTD | +8.0% | -21.0% | +29.0% | +13.5% |
| 1Y | +15.0% | -34.0% | +49.0% | +31.3% |
| 3Y | +75.8% | +33.1% | +42.8% | +38.6% |
| 5Y | +42.2% | +30.3% | +11.9% | +12.2% |
| All | +282.9% | +207.2% | +75.7% | +106.9% |
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