+309.7%
SN vs GDDY
+25.6%
+284.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -3.4% | -8.1% | +4.7% | -1.6% |
| 30D | -9.1% | +2.3% | -11.4% | -10.1% |
| 3M | +31.8% | +14.7% | +17.0% | +25.2% |
| 6M | +52.0% | +2.1% | +49.9% | +48.6% |
| YTD | +51.3% | -24.6% | +75.9% | +63.4% |
| 1Y | +46.9% | -37.1% | +84.0% | +69.9% |
| 3Y | +394.9% | +25.5% | +369.4% | +320.7% |
| All | +309.7% | +25.6% | +284.0% | +260.5% |
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