+179.5%
SW vs GDDY
+238.5%
-59.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | -3.0% | -6.5% | +3.5% | -2.1% |
| 30D | +4.2% | +9.0% | -4.9% | +2.8% |
| 3M | -11.5% | +22.3% | -33.9% | -14.4% |
| 6M | +8.6% | +29.1% | -20.5% | +3.8% |
| YTD | +15.0% | -9.5% | +24.4% | +15.1% |
| 1Y | +25.7% | -15.2% | +40.9% | +27.1% |
| 3Y | +44.8% | +28.2% | +16.7% | +38.9% |
| 5Y | -1.7% | +58.3% | -60.1% | -8.6% |
| All | +179.5% | +238.5% | -59.0% | +151.8% |
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 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