+734.2%
TDG vs GDDY
+390.3%
+343.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -7.7% | +6.8% | -14.5% | -10.2% |
| 3M | -9.3% | +30.5% | -39.8% | -18.9% |
| 6M | -9.4% | +13.3% | -22.7% | -15.9% |
| YTD | -14.3% | -21.0% | +6.7% | -10.3% |
| 1Y | -11.8% | -34.0% | +22.2% | -1.7% |
| 3Y | +52.0% | +33.1% | +18.9% | +27.7% |
| 5Y | +128.8% | +30.3% | +98.5% | +89.8% |
| 10Y | +543.8% | +205.5% | +338.3% | +324.6% |
| All | +734.2% | +390.3% | +343.9% | +433.5% |
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