+338.3%
SU vs GDDY
+29.8%
+308.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +8.4% | +6.8% | +1.6% | +7.3% |
| 3M | +12.1% | +30.5% | -18.4% | +6.6% |
| 6M | +19.7% | +13.3% | +6.3% | +16.0% |
| YTD | +58.4% | -21.0% | +79.4% | +64.2% |
| 1Y | +67.2% | -34.0% | +101.2% | +80.3% |
| 3Y | +125.0% | +33.1% | +92.0% | +93.9% |
| All | +338.3% | +29.8% | +308.5% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling