+5.0%
SYK vs GDDY
+27.5%
-22.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.7% |
| 7D | -12.3% | -7.0% | -5.3% | -10.6% |
| 30D | -22.4% | +6.2% | -28.6% | -23.8% |
| 3M | -12.3% | +20.0% | -32.4% | -16.8% |
| 6M | -24.3% | +6.8% | -31.1% | -26.5% |
| YTD | -22.8% | -22.3% | -0.4% | -18.6% |
| 1Y | -28.8% | -33.5% | +4.7% | -21.7% |
| 3Y | -4.0% | +29.2% | -33.2% | -17.5% |
| All | +5.0% | +27.5% | -22.5% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling