+342.5%
SPY vs GDDY
+381.9%
-39.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -2.0% | -7.0% | +5.0% | -0.4% |
| 30D | -1.7% | +6.2% | -7.9% | -3.4% |
| 3M | +4.7% | +20.0% | -15.3% | -1.4% |
| 6M | +12.5% | +6.8% | +5.7% | +8.3% |
| YTD | +11.7% | -22.3% | +34.1% | +15.9% |
| 1Y | +17.5% | -33.5% | +51.0% | +26.7% |
| 3Y | +76.6% | +29.2% | +47.3% | +57.3% |
| 5Y | +82.0% | +28.1% | +54.0% | +60.4% |
| 10Y | +317.1% | +200.2% | +116.9% | +215.5% |
| All | +342.5% | +381.9% | -39.4% | +230.6% |
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