+3,343.4%
STX vs GDDY
+207.2%
+3,136.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.1% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | -5.5% | +6.8% | -12.3% | -7.5% |
| 3M | -4.3% | +30.5% | -34.8% | -13.4% |
| 6M | +115.6% | +13.3% | +102.3% | +100.4% |
| YTD | +202.2% | -21.0% | +223.2% | +210.8% |
| 1Y | +325.3% | -34.0% | +359.3% | +362.5% |
| 3Y | +1,283.9% | +33.1% | +1,250.8% | +1,020.6% |
| 5Y | +1,048.3% | +30.3% | +1,018.0% | +823.1% |
| All | +3,343.4% | +207.2% | +3,136.2% | +1,750.1% |
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