+251.0%
SU vs GDDY
+390.3%
-139.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +12.1% | +30.5% | -18.4% | +4.4% |
| 6M | +19.7% | +13.3% | +6.3% | +14.3% |
| YTD | +58.4% | -21.0% | +79.4% | +63.0% |
| 1Y | +67.2% | -34.0% | +101.2% | +79.3% |
| 3Y | +125.0% | +33.1% | +92.0% | +97.4% |
| 5Y | +355.1% | +30.3% | +324.7% | +294.2% |
| 10Y | +263.7% | +205.5% | +58.2% | +164.9% |
| All | +251.0% | +390.3% | -139.3% | +149.6% |
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