-48.9%
TOST vs GDDY
+36.6%
-85.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -3.6% |
| 7D | -5.9% | -7.0% | +1.1% | -1.4% |
| 30D | -8.4% | +6.2% | -14.6% | -13.6% |
| 3M | +31.4% | +20.0% | +11.4% | +9.2% |
| 6M | +10.5% | +6.8% | +3.7% | -0.5% |
| YTD | -10.1% | -22.3% | +12.3% | +4.0% |
| 1Y | -19.9% | -33.5% | +13.6% | +5.4% |
| 3Y | +53.3% | +29.2% | +24.0% | -9.1% |
| All | -48.9% | +36.6% | -85.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling