+127.8%
SW vs GDDY
+458.5%
-330.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.5% |
| 7D | +1.8% | -4.2% | +6.0% | +2.3% |
| 30D | +7.0% | +7.1% | 0.0% | +6.1% |
| 3M | -7.6% | +22.7% | -30.3% | -10.2% |
| 6M | +8.5% | +22.7% | -14.2% | +5.1% |
| YTD | +17.7% | -10.0% | +27.6% | +17.7% |
| 1Y | +27.1% | -15.4% | +42.5% | +28.1% |
| 3Y | +48.2% | +28.7% | +19.5% | +43.3% |
| 5Y | -2.3% | +55.8% | -58.1% | -7.7% |
| 10Y | +183.3% | +237.8% | -54.5% | +158.7% |
| All | +127.8% | +458.5% | -330.7% | +105.5% |
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 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