+553.4%
SE vs GDDY
+120.8%
+432.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.3% |
| 7D | -5.2% | -3.2% | -2.0% | -3.9% |
| 30D | -17.1% | +6.8% | -23.9% | -21.4% |
| 3M | +24.0% | +30.5% | -6.5% | +1.1% |
| 6M | +21.0% | +13.3% | +7.7% | +5.7% |
| YTD | -16.7% | -21.0% | +4.2% | -10.0% |
| 1Y | -45.9% | -34.0% | -11.9% | -34.6% |
| 3Y | +177.8% | +33.1% | +144.8% | +94.7% |
| 5Y | -67.4% | +30.3% | -97.7% | -75.7% |
| All | +553.4% | +120.8% | +432.6% | +264.9% |
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