+265.2%
SU vs GDDY
+207.2%
+57.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +2.2% | -3.2% | +5.4% | +2.8% |
| 30D | +8.4% | +6.8% | +1.6% | +6.4% |
| 3M | +12.1% | +30.5% | -18.4% | +3.3% |
| 6M | +19.7% | +13.3% | +6.3% | +13.5% |
| YTD | +58.4% | -21.0% | +79.4% | +64.0% |
| 1Y | +67.2% | -34.0% | +101.2% | +81.7% |
| 3Y | +125.0% | +33.1% | +92.0% | +91.0% |
| 5Y | +355.1% | +30.3% | +324.7% | +279.0% |
| All | +265.2% | +207.2% | +57.9% | +132.3% |
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