+1,817.6%
SMH vs GDDY
+207.2%
+1,610.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | +0.3% | -3.2% | +3.5% | +1.3% |
| 30D | -2.8% | +6.8% | -9.6% | -6.2% |
| 3M | -6.7% | +30.5% | -37.2% | -20.1% |
| 6M | +41.8% | +13.3% | +28.4% | +26.6% |
| YTD | +57.9% | -21.0% | +78.8% | +64.7% |
| 1Y | +87.6% | -34.0% | +121.6% | +113.7% |
| 3Y | +282.9% | +33.1% | +249.9% | +193.6% |
| 5Y | +330.4% | +30.3% | +300.1% | +228.8% |
| All | +1,817.6% | +207.2% | +1,610.4% | +837.3% |
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