+19.6%
SW vs GDDY
+35.7%
-16.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -5.1% | +3.7% | -8.8% | -5.7% |
| 30D | -4.6% | +10.4% | -15.0% | -6.4% |
| 3M | +9.4% | +19.4% | -10.0% | +5.5% |
| 6M | +3.5% | +14.3% | -10.8% | +0.1% |
| YTD | +22.0% | -18.4% | +40.4% | +28.3% |
| 1Y | +2.2% | -30.1% | +32.3% | +12.1% |
| All | +19.6% | +35.7% | -16.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling