+262.8%
SGI vs GDDY
+207.2%
+55.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | -4.5% | -3.2% | -1.3% | -3.3% |
| 30D | +4.2% | +6.8% | -2.6% | +0.1% |
| 3M | -7.4% | +30.5% | -37.9% | -21.3% |
| 6M | -15.1% | +13.3% | -28.4% | -24.3% |
| YTD | -24.7% | -21.0% | -3.7% | -19.7% |
| 1Y | -21.8% | -34.0% | +12.2% | -8.2% |
| 3Y | +50.0% | +33.1% | +17.0% | +8.2% |
| 5Y | +48.9% | +30.3% | +18.6% | +6.1% |
| All | +262.8% | +207.2% | +55.5% | +68.6% |
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