+1,537.1%
SOXX vs GDDY
+207.2%
+1,329.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.4% |
| 30D | -3.6% | +6.8% | -10.4% | -7.0% |
| 3M | -10.2% | +30.5% | -40.6% | -23.4% |
| 6M | +54.2% | +13.3% | +40.9% | +37.0% |
| YTD | +75.2% | -21.0% | +96.2% | +82.2% |
| 1Y | +107.5% | -34.0% | +141.5% | +135.9% |
| 3Y | +226.8% | +33.1% | +193.7% | +147.2% |
| 5Y | +251.2% | +30.3% | +220.9% | +165.0% |
| All | +1,537.1% | +207.2% | +1,329.9% | +670.8% |
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