+97.5%
REGN vs GDDY
+207.2%
-109.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -5.1% |
| 30D | -2.0% | +6.8% | -8.8% | -3.2% |
| 3M | +28.0% | +30.5% | -2.5% | +21.1% |
| 6M | +1.2% | +13.3% | -12.2% | -2.5% |
| YTD | +1.6% | -21.0% | +22.6% | +4.5% |
| 1Y | +38.2% | -34.0% | +72.2% | +47.2% |
| 3Y | -5.4% | +33.1% | -38.4% | -16.1% |
| 5Y | +21.3% | +30.3% | -9.1% | +6.1% |
| All | +97.5% | +207.2% | -109.8% | +38.2% |
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