+84.5%
SPG vs GDDY
+368.0%
-283.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -1.7% | -8.1% | +6.5% | +0.3% |
| 30D | -6.3% | +2.3% | -8.6% | -7.2% |
| 3M | -2.4% | +14.7% | -17.2% | -7.1% |
| 6M | +9.6% | +2.1% | +7.5% | +6.8% |
| YTD | +14.2% | -24.6% | +38.8% | +19.7% |
| 1Y | +19.3% | -37.1% | +56.4% | +31.2% |
| 3Y | +106.7% | +25.5% | +81.2% | +84.3% |
| 5Y | +104.2% | +24.2% | +80.0% | +80.0% |
| 10Y | +63.7% | +191.6% | -127.9% | +23.1% |
| All | +84.5% | +368.0% | -283.5% | +34.3% |
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