+2,993.7%
SHOP vs GDDY
+207.2%
+2,786.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.4% |
| 7D | -11.2% | -3.2% | -8.0% | -9.1% |
| 30D | -14.4% | +6.8% | -21.2% | -19.3% |
| 3M | +16.6% | +30.5% | -13.9% | -8.1% |
| 6M | -0.6% | +13.3% | -13.9% | -13.4% |
| YTD | -20.0% | -21.0% | +1.0% | -9.2% |
| 1Y | -11.2% | -34.0% | +22.8% | +16.7% |
| 3Y | +99.5% | +33.1% | +66.4% | +38.3% |
| 5Y | -13.2% | +30.3% | -43.5% | -35.3% |
| All | +2,993.7% | +207.2% | +2,786.4% | +1,085.4% |
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