+62.9%
TECK vs GDDY
+30.8%
+32.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.8% |
| 7D | -3.8% | -3.2% | -0.7% | -3.8% |
| 30D | +0.7% | +6.8% | -6.1% | +0.4% |
| 3M | +4.6% | +30.5% | -25.9% | +2.2% |
| 6M | +25.1% | +13.3% | +11.8% | +23.5% |
| YTD | +39.2% | -21.0% | +60.1% | +49.2% |
| 1Y | +60.3% | -34.0% | +94.3% | +81.0% |
| 3Y | +62.9% | +33.1% | +29.8% | +56.0% |
| All | +62.9% | +30.8% | +32.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling