+232.9%
SYK vs GDDY
+381.9%
-149.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.9% |
| 3M | -12.3% | +20.0% | -32.4% | -16.9% |
| 6M | -24.3% | +6.8% | -31.1% | -26.6% |
| YTD | -22.8% | -22.3% | -0.4% | -19.2% |
| 1Y | -28.8% | -33.5% | +4.7% | -22.4% |
| 3Y | -4.0% | +29.2% | -33.2% | -14.6% |
| 5Y | +3.8% | +28.1% | -24.2% | -8.8% |
| 10Y | +172.8% | +200.2% | -27.4% | +107.9% |
| All | +232.9% | +381.9% | -149.0% | +155.2% |
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 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