+264.3%
STT vs GDDY
+207.2%
+57.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | +1.7% | +6.8% | -5.1% | -0.7% |
| 3M | +17.9% | +30.5% | -12.6% | +6.2% |
| 6M | +55.3% | +13.3% | +42.0% | +44.9% |
| YTD | +52.7% | -21.0% | +73.6% | +59.3% |
| 1Y | +75.7% | -34.0% | +109.7% | +94.9% |
| 3Y | +197.9% | +33.1% | +164.8% | +150.2% |
| 5Y | +158.8% | +30.3% | +128.4% | +114.6% |
| All | +264.3% | +207.2% | +57.0% | +129.6% |
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 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