+70.9%
QCOM vs GDDY
+28.5%
+42.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.2% |
| 7D | +4.9% | -7.0% | +11.9% | +6.0% |
| 30D | +9.3% | +6.2% | +3.1% | +7.8% |
| 3M | -7.0% | +20.0% | -27.0% | -11.7% |
| 6M | +32.0% | +6.8% | +25.2% | +28.1% |
| YTD | +5.0% | -22.3% | +27.4% | +14.5% |
| 1Y | +13.6% | -33.5% | +47.1% | +31.5% |
| All | +70.9% | +28.5% | +42.4% | +48.4% |
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