+558.6%
QQQ vs GDDY
+207.2%
+351.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.6% | -3.2% | +2.6% | +0.3% |
| 30D | -1.2% | +6.8% | -8.0% | -4.0% |
| 3M | -0.2% | +30.5% | -30.7% | -11.7% |
| 6M | +17.9% | +13.3% | +4.6% | +8.5% |
| YTD | +16.6% | -21.0% | +37.6% | +22.2% |
| 1Y | +23.0% | -34.0% | +57.0% | +38.2% |
| 3Y | +92.9% | +33.1% | +59.9% | +56.4% |
| 5Y | +95.6% | +30.3% | +65.3% | +57.3% |
| All | +558.6% | +207.2% | +351.3% | +279.2% |
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