-14.4%
SMR vs GDDY
+18.2%
-32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.4% | -16.2% |
| 7D | -11.2% | -3.2% | -8.0% | -10.9% |
| 30D | -10.2% | +6.8% | -17.0% | -13.0% |
| 3M | -10.0% | +30.5% | -40.5% | -22.2% |
| 6M | -30.5% | +13.3% | -43.8% | -37.1% |
| YTD | -39.2% | -21.0% | -18.3% | -34.8% |
| 1Y | -75.5% | -34.0% | -41.5% | -71.0% |
| 3Y | +45.4% | +33.1% | +12.4% | +46.9% |
| All | -14.4% | +18.2% | -32.6% | -17.3% |
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 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