+365.4%
STX vs GDDY
-29.3%
+394.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +5.2% |
| 7D | +2.4% | +3.7% | -1.3% | +4.3% |
| 30D | +1.4% | +10.4% | -9.0% | +7.1% |
| 3M | -8.2% | +19.4% | -27.6% | +5.1% |
| 6M | +127.0% | +14.3% | +112.8% | +157.5% |
| YTD | +209.1% | -18.4% | +227.5% | +205.2% |
| 1Y | +365.4% | -30.1% | +395.5% | +342.8% |
| All | +365.4% | -29.3% | +394.7% | +342.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling