+255.7%
STT vs GDDY
+381.9%
-126.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.1% |
| 7D | -1.4% | -7.0% | +5.6% | +0.4% |
| 30D | +2.2% | +6.2% | -4.0% | +0.1% |
| 3M | +18.8% | +20.0% | -1.2% | +10.8% |
| 6M | +57.9% | +6.8% | +51.1% | +51.1% |
| YTD | +51.0% | -22.3% | +73.3% | +57.2% |
| 1Y | +77.1% | -33.5% | +110.7% | +93.0% |
| 3Y | +199.8% | +29.2% | +170.6% | +162.2% |
| 5Y | +156.0% | +28.1% | +127.9% | +121.1% |
| 10Y | +265.2% | +200.2% | +65.0% | +156.2% |
| All | +255.7% | +381.9% | -126.2% | +145.8% |
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