+655.9%
STM vs GDDY
+207.2%
+448.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -4.9% | +6.8% | -11.7% | -8.6% |
| 3M | -34.0% | +30.5% | -64.5% | -44.4% |
| 6M | +51.8% | +13.3% | +38.5% | +33.0% |
| YTD | +99.4% | -21.0% | +120.3% | +108.0% |
| 1Y | +99.1% | -34.0% | +133.1% | +129.3% |
| 3Y | +19.5% | +33.1% | -13.6% | -13.4% |
| 5Y | +19.5% | +30.3% | -10.8% | -14.1% |
| All | +655.9% | +207.2% | +448.6% | +231.0% |
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