-25.8%
TE vs GDDY
-11.8%
-14.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -2.1% |
| 7D | +3.8% | +11.1% | -7.3% | +7.9% |
| 30D | -26.2% | +18.6% | -44.8% | -21.5% |
| 3M | -49.7% | +32.8% | -82.5% | -44.1% |
| 6M | -46.5% | +34.0% | -80.5% | -38.3% |
| YTD | -59.1% | -4.6% | -54.5% | -65.0% |
| 1Y | -25.8% | -12.5% | -13.3% | -37.7% |
| All | -25.8% | -11.8% | -14.0% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling