+167.6%
SYK vs GDDY
+201.9%
-34.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.9% |
| 7D | -12.3% | -7.0% | -5.3% | -10.3% |
| 30D | -22.4% | +6.2% | -28.6% | -24.2% |
| 3M | -12.3% | +20.0% | -32.4% | -17.9% |
| 6M | -24.3% | +6.8% | -31.1% | -27.1% |
| YTD | -22.8% | -22.3% | -0.4% | -18.3% |
| 1Y | -28.8% | -33.5% | +4.7% | -20.9% |
| 3Y | -4.0% | +29.2% | -33.2% | -18.2% |
| 5Y | +3.8% | +28.1% | -24.2% | -13.3% |
| All | +167.6% | +201.9% | -34.3% | +63.9% |
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