+54.1%
SAP vs GDDY
+30.8%
+23.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.8% |
| 3M | +26.1% | +30.5% | -4.4% | +12.4% |
| 6M | +9.8% | +13.3% | -3.5% | +2.8% |
| YTD | -13.6% | -21.0% | +7.4% | -9.2% |
| 1Y | -18.7% | -34.0% | +15.3% | -9.8% |
| 3Y | +54.1% | +33.1% | +21.1% | +40.2% |
| All | +54.1% | +30.8% | +23.4% | +40.2% |
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 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