+177.8%
SE vs GDDY
+30.8%
+147.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.8% |
| 7D | -5.2% | -3.2% | -2.0% | -4.5% |
| 30D | -17.1% | +6.8% | -23.9% | -19.2% |
| 3M | +24.0% | +30.5% | -6.5% | +10.9% |
| 6M | +21.0% | +13.3% | +7.7% | +12.9% |
| YTD | -16.7% | -21.0% | +4.2% | -11.0% |
| 1Y | -45.9% | -34.0% | -11.9% | -37.9% |
| 3Y | +177.8% | +33.1% | +144.8% | +117.3% |
| All | +177.8% | +30.8% | +147.0% | +117.3% |
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