-14.1%
SWKS vs GDDY
+24.8%
-38.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | +6.8% | -8.1% | +14.9% | +8.3% |
| 30D | +11.3% | +2.3% | +9.0% | +10.4% |
| 3M | +4.1% | +14.7% | -10.7% | -0.7% |
| 6M | +39.7% | +2.1% | +37.6% | +36.6% |
| YTD | +23.2% | -24.6% | +47.8% | +34.0% |
| 1Y | +5.3% | -37.1% | +42.4% | +22.5% |
| All | -14.1% | +24.8% | -38.9% | -22.2% |
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 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