+282.9%
SPGI vs GDDY
+207.2%
+75.6%
-39.8%
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% | -0.6% |
| 7D | -7.4% | -3.2% | -4.2% | -6.4% |
| 30D | +0.4% | +6.8% | -6.4% | -2.4% |
| 3M | +5.3% | +30.5% | -25.2% | -6.4% |
| 6M | +1.7% | +13.3% | -11.7% | -5.3% |
| YTD | -16.4% | -21.0% | +4.6% | -11.3% |
| 1Y | -20.5% | -34.0% | +13.5% | -9.9% |
| 3Y | +14.2% | +33.1% | -18.8% | -5.8% |
| 5Y | +0.6% | +30.3% | -29.7% | -18.6% |
| All | +282.9% | +207.2% | +75.6% | +117.4% |
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