+197.9%
STT vs GDDY
+30.8%
+167.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | +1.7% | +6.8% | -5.1% | +0.7% |
| 3M | +17.9% | +30.5% | -12.6% | +11.7% |
| 6M | +55.3% | +13.3% | +42.0% | +50.3% |
| YTD | +52.7% | -21.0% | +73.6% | +61.4% |
| 1Y | +75.7% | -34.0% | +109.7% | +94.7% |
| 3Y | +197.9% | +33.1% | +164.8% | +172.2% |
| All | +197.9% | +30.8% | +167.1% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling