-21.2%
TMUS vs GDDY
-11.8%
-9.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.5% |
| 7D | +7.5% | +11.1% | -3.6% | +6.0% |
| 30D | -3.3% | +18.6% | -22.0% | -5.4% |
| 3M | -9.7% | +32.8% | -42.5% | -12.8% |
| 6M | -17.2% | +34.0% | -51.2% | -20.2% |
| YTD | -20.3% | -4.6% | -15.7% | -20.5% |
| 1Y | -21.2% | -12.5% | -8.7% | -21.4% |
| All | -21.2% | -11.8% | -9.4% | -21.4% |
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