+252.8%
SPOT vs GDDY
+64.9%
+187.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -3.1% | -3.2% | +0.1% | -1.8% |
| 30D | +7.4% | +6.8% | +0.6% | +3.5% |
| 3M | +8.2% | +30.5% | -22.3% | -6.6% |
| 6M | +2.2% | +13.3% | -11.1% | -6.8% |
| YTD | -9.5% | -21.0% | +11.5% | -2.7% |
| 1Y | -23.8% | -34.0% | +10.2% | -10.8% |
| 3Y | +233.5% | +33.1% | +200.4% | +159.7% |
| 5Y | +112.2% | +30.3% | +81.9% | +68.2% |
| All | +252.8% | +64.9% | +187.9% | +177.4% |
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 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