+96.5%
STM vs GDDY
-11.8%
+108.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.3% | -10.3% | -4.7% |
| 7D | -6.0% | +11.1% | -17.1% | -2.4% |
| 30D | -20.9% | +18.6% | -39.6% | -16.1% |
| 3M | -15.8% | +32.8% | -48.6% | -7.1% |
| 6M | -17.0% | +34.0% | -51.1% | -5.8% |
| YTD | +76.8% | -4.6% | +81.4% | +124.5% |
| 1Y | +96.5% | -12.5% | +109.0% | +172.5% |
| All | +96.5% | -11.8% | +108.3% | +172.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling