+135.8%
T vs GDDY
+390.3%
-254.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.8% |
| 7D | +1.5% | -3.2% | +4.7% | +1.8% |
| 30D | +7.5% | +6.8% | +0.7% | +6.7% |
| 3M | +14.8% | +30.5% | -15.6% | +11.4% |
| 6M | -1.7% | +13.3% | -15.1% | -3.6% |
| YTD | +8.7% | -21.0% | +29.7% | +10.3% |
| 1Y | -7.5% | -34.0% | +26.5% | -4.4% |
| 3Y | +110.2% | +33.1% | +77.2% | +98.7% |
| 5Y | +71.6% | +30.3% | +41.3% | +60.9% |
| 10Y | +74.5% | +205.5% | -131.0% | +50.4% |
| All | +135.8% | +390.3% | -254.6% | +100.5% |
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