-7.6%
SLB vs GDDY
+381.9%
-389.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.5% |
| 7D | -2.4% | -7.0% | +4.6% | -1.0% |
| 30D | +4.9% | +6.2% | -1.3% | +2.9% |
| 3M | +1.4% | +20.0% | -18.6% | -4.6% |
| 6M | +17.6% | +6.8% | +10.8% | +13.1% |
| YTD | +48.3% | -22.3% | +70.7% | +53.5% |
| 1Y | +58.7% | -33.5% | +92.2% | +70.8% |
| 3Y | +0.6% | +29.2% | -28.7% | -11.5% |
| 5Y | +133.6% | +28.1% | +105.5% | +101.3% |
| 10Y | -4.4% | +200.2% | -204.6% | -29.5% |
| All | -7.6% | +381.9% | -389.5% | -33.2% |
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