-17.4%
TOST vs GDDY
-29.3%
+11.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | -3.4% | +3.7% | -7.1% | -4.9% |
| 30D | -2.4% | +10.4% | -12.8% | -7.0% |
| 3M | +34.6% | +19.4% | +15.2% | +20.8% |
| 6M | +15.2% | +14.3% | +0.9% | +4.8% |
| YTD | -4.4% | -18.4% | +14.0% | +9.8% |
| 1Y | -17.4% | -30.1% | +12.7% | +2.4% |
| All | -17.4% | -29.3% | +11.9% | +2.4% |
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