-5.8%
SLB vs GDDY
+207.2%
-213.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.8% |
| 30D | +7.1% | +6.8% | +0.3% | +4.6% |
| 3M | +0.6% | +30.5% | -29.8% | -8.6% |
| 6M | +17.6% | +13.3% | +4.3% | +10.3% |
| YTD | +48.5% | -21.0% | +69.4% | +54.1% |
| 1Y | +59.4% | -34.0% | +93.4% | +75.0% |
| 3Y | -0.4% | +33.1% | -33.4% | -16.4% |
| 5Y | +133.8% | +30.3% | +103.5% | +90.8% |
| All | -5.8% | +207.2% | -213.0% | -39.8% |
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 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