+113.8%
SYY vs GDDY
+207.2%
-93.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +3.9% | -3.2% | +7.1% | +4.6% |
| 30D | -1.7% | +6.8% | -8.6% | -3.7% |
| 3M | +5.2% | +30.5% | -25.3% | -2.9% |
| 6M | -0.2% | +13.3% | -13.5% | -5.5% |
| YTD | +15.4% | -21.0% | +36.3% | +19.6% |
| 1Y | +5.6% | -34.0% | +39.6% | +15.0% |
| 3Y | +28.9% | +33.1% | -4.2% | +8.7% |
| 5Y | +24.1% | +30.3% | -6.3% | +2.6% |
| All | +113.8% | +207.2% | -93.4% | +30.4% |
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