+74.7%
REGN vs GDDY
+390.3%
-315.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.2% |
| 6M | +1.2% | +13.3% | -12.2% | -2.5% |
| YTD | +1.6% | -21.0% | +22.6% | +4.2% |
| 1Y | +38.2% | -34.0% | +72.2% | +46.5% |
| 3Y | -5.4% | +33.1% | -38.4% | -15.1% |
| 5Y | +21.3% | +30.3% | -9.1% | +7.5% |
| 10Y | +105.2% | +205.5% | -100.3% | +50.4% |
| All | +74.7% | +390.3% | -315.6% | +28.4% |
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 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