+124.3%
TDG vs GDDY
+29.8%
+94.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -7.7% | +6.8% | -14.5% | -9.8% |
| 3M | -9.3% | +30.5% | -39.8% | -17.9% |
| 6M | -9.4% | +13.3% | -22.7% | -15.1% |
| YTD | -14.3% | -21.0% | +6.7% | -9.1% |
| 1Y | -11.8% | -34.0% | +22.2% | -0.1% |
| 3Y | +52.0% | +33.1% | +18.9% | +26.0% |
| All | +124.3% | +29.8% | +94.5% | +92.6% |
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 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