+37.5%
QCOM vs GDDY
+27.5%
+10.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.7% |
| 7D | +4.9% | -7.0% | +11.9% | +7.2% |
| 30D | +9.3% | +6.2% | +3.1% | +6.2% |
| 3M | -7.0% | +20.0% | -27.0% | -16.2% |
| 6M | +32.0% | +6.8% | +25.2% | +23.1% |
| YTD | +5.0% | -22.3% | +27.4% | +14.0% |
| 1Y | +13.6% | -33.5% | +47.1% | +33.7% |
| 3Y | +77.6% | +29.2% | +48.4% | +30.8% |
| All | +37.5% | +27.5% | +10.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling