-53.1%
TE vs GDDY
+38.6%
-91.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | +0.2% | -3.2% | +3.4% | +0.6% |
| 30D | -5.9% | +6.8% | -12.7% | -7.9% |
| 3M | -45.6% | +30.5% | -76.0% | -50.8% |
| 6M | -43.4% | +13.3% | -56.7% | -47.0% |
| YTD | -31.0% | -21.0% | -10.0% | -28.8% |
| 1Y | +145.2% | -34.0% | +179.2% | +168.2% |
| 3Y | -24.1% | +33.1% | -57.1% | -33.9% |
| 5Y | -48.1% | +30.3% | -78.5% | -54.3% |
| All | -53.1% | +38.6% | -91.7% | -59.4% |
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