+41.8%
TGT vs GDDY
+30.8%
+11.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -5.2% | -3.2% | -2.0% | -5.0% |
| 30D | +1.2% | +6.8% | -5.6% | +0.4% |
| 3M | +18.4% | +30.5% | -12.1% | +15.3% |
| 6M | +33.4% | +13.3% | +20.1% | +30.9% |
| YTD | +63.8% | -21.0% | +84.8% | +67.6% |
| 1Y | +77.2% | -34.0% | +111.2% | +85.6% |
| 3Y | +41.8% | +33.1% | +8.7% | +22.1% |
| All | +41.8% | +30.8% | +11.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling