-14.7%
TLT vs GDDY
+381.9%
-396.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.1% |
| 7D | -1.6% | -7.0% | +5.4% | -1.7% |
| 30D | -1.3% | +6.2% | -7.5% | -1.2% |
| 3M | -3.7% | +20.0% | -23.8% | -3.4% |
| 6M | -6.4% | +6.8% | -13.2% | -6.2% |
| YTD | -4.5% | -22.3% | +17.9% | -4.8% |
| 1Y | -5.9% | -33.5% | +27.7% | -6.4% |
| 3Y | -2.8% | +29.2% | -32.0% | -1.6% |
| 5Y | -35.1% | +28.1% | -63.1% | -34.1% |
| 10Y | -20.7% | +200.2% | -221.0% | -16.0% |
| All | -14.7% | +381.9% | -396.6% | -11.0% |
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