+560.8%
STM vs GDDY
+368.0%
+192.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.7% | -8.1% | +9.8% | +4.7% |
| 30D | -5.2% | +2.3% | -7.5% | -6.8% |
| 3M | -29.6% | +14.7% | -44.4% | -36.2% |
| 6M | +54.4% | +2.1% | +52.3% | +44.1% |
| YTD | +99.5% | -24.6% | +124.1% | +110.2% |
| 1Y | +100.8% | -37.1% | +137.9% | +129.8% |
| 3Y | +20.2% | +25.5% | -5.3% | -4.1% |
| 5Y | +21.1% | +24.2% | -3.1% | -3.8% |
| 10Y | +664.5% | +191.6% | +472.9% | +378.5% |
| All | +560.8% | +368.0% | +192.8% | +306.3% |
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