+43.2%
TER vs GDDY
-11.8%
+55.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | -4.5% |
| 7D | -19.9% | +11.1% | -30.9% | -14.7% |
| 30D | -43.5% | +18.6% | -62.2% | -37.5% |
| 3M | -37.8% | +32.8% | -70.6% | -25.8% |
| 6M | -25.6% | +34.0% | -59.6% | -6.0% |
| YTD | +29.8% | -4.6% | +34.5% | +58.2% |
| 1Y | +43.2% | -12.5% | +55.6% | +80.4% |
| All | +43.2% | -11.8% | +55.0% | +80.4% |
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 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