+118.2%
SRE vs GDDY
+207.2%
-89.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.0% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | -3.0% | +6.8% | -9.8% | -4.1% |
| 3M | -8.3% | +30.5% | -38.8% | -12.7% |
| 6M | -8.9% | +13.3% | -22.2% | -11.8% |
| YTD | -4.3% | -21.0% | +16.7% | -1.9% |
| 1Y | +2.7% | -34.0% | +36.7% | +8.6% |
| 3Y | +28.7% | +33.1% | -4.4% | +17.6% |
| 5Y | +47.1% | +30.3% | +16.8% | +32.3% |
| All | +118.2% | +207.2% | -89.0% | +69.2% |
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