+139.3%
SW vs GDDY
+188.3%
-49.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.9% | -2.3% |
| 7D | -2.6% | -7.6% | +5.1% | -1.5% |
| 30D | -7.5% | +2.0% | -9.5% | -7.9% |
| 3M | +10.3% | +15.1% | -4.8% | +7.6% |
| 6M | +5.4% | -1.1% | +6.6% | +4.7% |
| YTD | +17.9% | -25.1% | +43.0% | +21.5% |
| 1Y | -2.4% | -37.3% | +34.9% | +3.3% |
| 3Y | +28.7% | +24.5% | +4.2% | +24.6% |
| 5Y | -5.7% | +23.5% | -29.2% | -9.2% |
| 10Y | +139.3% | +185.0% | -45.7% | +121.2% |
| All | +139.3% | +188.3% | -49.0% | +121.2% |
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