+390.2%
SGI vs GDDY
+390.3%
-0.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -4.5% | -3.2% | -1.3% | -3.4% |
| 30D | +4.2% | +6.8% | -2.6% | +0.6% |
| 3M | -7.4% | +30.5% | -37.9% | -19.5% |
| 6M | -15.1% | +13.3% | -28.4% | -22.9% |
| YTD | -24.7% | -21.0% | -3.7% | -20.4% |
| 1Y | -21.8% | -34.0% | +12.2% | -10.4% |
| 3Y | +50.0% | +33.1% | +17.0% | +16.4% |
| 5Y | +48.9% | +30.3% | +18.6% | +15.2% |
| 10Y | +267.1% | +205.5% | +61.6% | +116.6% |
| All | +390.2% | +390.3% | -0.2% | +188.8% |
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