+90.0%
RF vs GDDY
+28.5%
+61.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.3% |
| 7D | -1.6% | -7.0% | +5.4% | -0.6% |
| 30D | -4.3% | +6.2% | -10.5% | -5.4% |
| 3M | +5.9% | +20.0% | -14.2% | +1.5% |
| 6M | +14.1% | +6.8% | +7.3% | +11.4% |
| YTD | +13.8% | -22.3% | +36.1% | +19.6% |
| 1Y | +15.2% | -33.5% | +48.8% | +25.9% |
| All | +90.0% | +28.5% | +61.5% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling