-46.7%
TOST vs GDDY
+31.7%
-78.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | +3.9% |
| 7D | -0.9% | -7.6% | +6.7% | +4.4% |
| 30D | -3.5% | +2.0% | -5.4% | -6.1% |
| 3M | +38.1% | +15.1% | +23.0% | +18.4% |
| 6M | +9.9% | -1.1% | +11.0% | +5.0% |
| YTD | -6.3% | -25.1% | +18.9% | +11.3% |
| 1Y | -18.3% | -37.3% | +19.0% | +12.5% |
| 3Y | +59.7% | +24.5% | +35.2% | -2.7% |
| All | -46.7% | +31.7% | -78.4% | -61.5% |
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