-26.5%
TMUS vs GDDY
-29.3%
+2.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.2% |
| 7D | +0.1% | +3.7% | -3.6% | -0.3% |
| 30D | +5.3% | +10.4% | -5.1% | +4.1% |
| 3M | +3.1% | +19.4% | -16.3% | +1.6% |
| 6M | -16.5% | +14.3% | -30.7% | -17.7% |
| YTD | -9.2% | -18.4% | +9.2% | -10.4% |
| 1Y | -26.5% | -30.1% | +3.6% | -28.7% |
| All | -26.5% | -29.3% | +2.8% | -28.7% |
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