+62.1%
SPG vs GDDY
+207.2%
-145.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -6.1% | +6.8% | -12.9% | -8.4% |
| 3M | -3.6% | +30.5% | -34.1% | -12.5% |
| 6M | +10.4% | +13.3% | -2.9% | +3.6% |
| YTD | +14.4% | -21.0% | +35.3% | +19.5% |
| 1Y | +16.5% | -34.0% | +50.5% | +29.0% |
| 3Y | +106.8% | +33.1% | +73.7% | +74.3% |
| 5Y | +108.9% | +30.3% | +78.6% | +73.7% |
| All | +62.1% | +207.2% | -145.1% | +9.0% |
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 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