+317.5%
TMUS vs GDDY
+207.2%
+110.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +2.5% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +3.5% | +6.8% | -3.3% | +1.6% |
| 3M | -1.3% | +30.5% | -31.8% | -8.4% |
| 6M | -13.6% | +13.3% | -26.9% | -17.6% |
| YTD | -8.8% | -21.0% | +12.2% | -5.1% |
| 1Y | -22.9% | -34.0% | +11.1% | -16.1% |
| 3Y | +36.7% | +33.1% | +3.7% | +17.7% |
| 5Y | +46.6% | +30.3% | +16.3% | +23.7% |
| All | +317.5% | +207.2% | +110.3% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling