+250.0%
SAP vs GDDY
+368.0%
-118.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.3% | -8.1% | +7.9% | +2.2% |
| 30D | +0.3% | +2.3% | -2.0% | -0.8% |
| 3M | +16.9% | +14.7% | +2.1% | +11.1% |
| 6M | +6.3% | +2.1% | +4.3% | +4.4% |
| YTD | -12.4% | -24.6% | +12.2% | -6.7% |
| 1Y | -21.6% | -37.1% | +15.5% | -12.2% |
| 3Y | +54.8% | +25.5% | +29.3% | +40.9% |
| 5Y | +56.2% | +24.2% | +31.9% | +40.5% |
| 10Y | +179.0% | +191.6% | -12.5% | +113.6% |
| All | +250.0% | +368.0% | -118.0% | +162.9% |
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