+39.2%
SHEL vs GDDY
-11.2%
+50.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.6% |
| 7D | -7.0% | +13.4% | -20.5% | -6.2% |
| 30D | +2.6% | +22.3% | -19.8% | +4.0% |
| 3M | +15.1% | +30.9% | -15.8% | +17.5% |
| 6M | +13.6% | +37.3% | -23.7% | +16.9% |
| YTD | +40.0% | -3.2% | +43.2% | +35.5% |
| 1Y | +39.2% | -9.8% | +48.9% | +36.5% |
| All | +39.2% | -11.2% | +50.4% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling