+25.1%
TECK vs GDDY
+7.3%
+17.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +1.2% |
| 7D | -3.8% | -3.2% | -0.7% | -4.2% |
| 30D | +0.7% | +6.8% | -6.1% | +2.3% |
| 3M | +4.6% | +30.5% | -25.9% | +12.4% |
| 6M | +25.1% | +13.3% | +11.8% | +32.5% |
| All | +25.1% | +7.3% | +17.8% | +32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling