+488.6%
TMUS vs GDDY
+368.0%
+120.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -5.3% | -8.1% | +2.8% | -3.7% |
| 30D | +0.1% | +2.3% | -2.2% | -0.6% |
| 3M | -0.6% | +14.7% | -15.4% | -4.4% |
| 6M | -17.5% | +2.1% | -19.6% | -19.1% |
| YTD | -11.3% | -24.6% | +13.3% | -7.3% |
| 1Y | -25.4% | -37.1% | +11.7% | -18.9% |
| 3Y | +35.5% | +25.5% | +10.0% | +21.4% |
| 5Y | +41.9% | +24.2% | +17.7% | +24.9% |
| 10Y | +317.8% | +191.6% | +126.2% | +204.4% |
| All | +488.6% | +368.0% | +120.6% | +319.3% |
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