-48.6%
TOST vs GDDY
+39.0%
-87.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.7% |
| 7D | -5.4% | -3.2% | -2.2% | -3.6% |
| 30D | -5.7% | +6.8% | -12.5% | -11.3% |
| 3M | +30.1% | +30.5% | -0.4% | +1.8% |
| 6M | +11.9% | +13.3% | -1.4% | -3.7% |
| YTD | -9.5% | -21.0% | +11.4% | +3.3% |
| 1Y | -21.3% | -34.0% | +12.7% | +4.6% |
| 3Y | +50.7% | +33.1% | +17.6% | -12.8% |
| All | -48.6% | +39.0% | -87.7% | -64.3% |
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 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