+1,851.9%
TER vs GDDY
+207.2%
+1,644.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | +6.4% | -3.2% | +9.6% | +7.2% |
| 30D | -5.7% | +6.8% | -12.5% | -9.0% |
| 3M | -0.4% | +30.5% | -30.9% | -15.0% |
| 6M | +25.8% | +13.3% | +12.5% | +11.0% |
| YTD | +96.4% | -21.0% | +117.4% | +101.8% |
| 1Y | +229.2% | -34.0% | +263.2% | +270.6% |
| 3Y | +288.1% | +33.1% | +255.1% | +186.7% |
| 5Y | +219.9% | +30.3% | +189.6% | +135.7% |
| All | +1,851.9% | +207.2% | +1,644.7% | +810.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling