+635.3%
QQQ vs GDDY
+390.3%
+244.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -0.6% | -3.2% | +2.6% | +0.2% |
| 30D | -1.2% | +6.8% | -8.0% | -3.6% |
| 3M | -0.2% | +30.5% | -30.7% | -10.1% |
| 6M | +17.9% | +13.3% | +4.6% | +9.9% |
| YTD | +16.6% | -21.0% | +37.6% | +21.2% |
| 1Y | +23.0% | -34.0% | +57.0% | +35.5% |
| 3Y | +92.9% | +33.1% | +59.9% | +63.8% |
| 5Y | +95.6% | +30.3% | +65.3% | +65.6% |
| 10Y | +570.4% | +205.5% | +364.9% | +371.0% |
| All | +635.3% | +390.3% | +244.9% | +408.9% |
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 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