+264.2%
TEL vs GDDY
+390.3%
-126.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | +1.6% | -3.2% | +4.8% | +2.4% |
| 30D | -0.7% | +6.8% | -7.5% | -2.9% |
| 3M | +2.4% | +30.5% | -28.0% | -6.4% |
| 6M | +4.1% | +13.3% | -9.2% | -2.0% |
| YTD | -5.8% | -21.0% | +15.1% | -2.3% |
| 1Y | +0.9% | -34.0% | +34.9% | +10.3% |
| 3Y | +72.6% | +33.1% | +39.5% | +47.8% |
| 5Y | +57.5% | +30.3% | +27.2% | +34.1% |
| 10Y | +313.6% | +205.5% | +108.1% | +189.2% |
| All | +264.2% | +390.3% | -126.1% | +150.5% |
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