+171.9%
SAP vs GDDY
+207.2%
-35.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | +1.1% | +6.8% | -5.7% | -1.7% |
| 3M | +26.1% | +30.5% | -4.4% | +13.4% |
| 6M | +9.8% | +13.3% | -3.5% | +3.5% |
| YTD | -13.6% | -21.0% | +7.4% | -8.4% |
| 1Y | -18.7% | -34.0% | +15.3% | -8.6% |
| 3Y | +54.1% | +33.1% | +21.1% | +33.5% |
| 5Y | +54.7% | +30.3% | +24.4% | +32.2% |
| All | +171.9% | +207.2% | -35.4% | +76.1% |
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