+306.5%
SN vs GDDY
+30.8%
+275.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -7.3% | -3.2% | -4.1% | -6.7% |
| 30D | -13.6% | +6.8% | -20.4% | -15.3% |
| 3M | +18.6% | +30.5% | -11.9% | +9.8% |
| 6M | +46.0% | +13.3% | +32.6% | +39.2% |
| YTD | +43.7% | -21.0% | +64.7% | +53.2% |
| 1Y | +39.2% | -34.0% | +73.2% | +58.4% |
| 3Y | +306.5% | +33.1% | +273.4% | +265.0% |
| All | +306.5% | +30.8% | +275.7% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling