+74.8%
TEVA vs GDDY
-14.4%
+89.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.1% |
| 30D | +3.2% | +8.4% | -5.3% | +2.4% |
| 3M | +17.3% | +23.7% | -6.3% | +15.5% |
| 6M | +18.7% | +24.3% | -5.6% | +17.3% |
| YTD | +35.9% | -8.8% | +44.7% | +58.3% |
| 1Y | +74.8% | -13.9% | +88.7% | +113.6% |
| All | +74.8% | -14.4% | +89.1% | +113.6% |
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