+314.7%
SPY vs GDDY
+207.2%
+107.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -0.8% | -3.2% | +2.4% | 0.0% |
| 30D | -1.1% | +6.8% | -7.9% | -3.2% |
| 3M | +3.9% | +30.5% | -26.6% | -5.4% |
| 6M | +13.6% | +13.3% | +0.3% | +6.8% |
| YTD | +12.7% | -21.0% | +33.6% | +17.3% |
| 1Y | +17.5% | -34.0% | +51.5% | +29.2% |
| 3Y | +76.9% | +33.1% | +43.8% | +51.2% |
| 5Y | +83.6% | +30.3% | +53.3% | +55.0% |
| All | +314.7% | +207.2% | +107.5% | +170.2% |
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