+537.0%
TDG vs GDDY
+207.2%
+329.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | -7.7% | +6.8% | -14.5% | -10.7% |
| 3M | -9.3% | +30.5% | -39.8% | -20.5% |
| 6M | -9.4% | +13.3% | -22.7% | -17.1% |
| YTD | -14.3% | -21.0% | +6.7% | -9.5% |
| 1Y | -11.8% | -34.0% | +22.2% | +0.3% |
| 3Y | +52.0% | +33.1% | +18.9% | +21.5% |
| 5Y | +128.8% | +30.3% | +98.5% | +79.2% |
| All | +537.0% | +207.2% | +329.7% | +241.6% |
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