+17.4%
TPR vs GDDY
-29.3%
+46.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.2% |
| 7D | -2.3% | +3.7% | -6.0% | -2.0% |
| 30D | -23.0% | +10.4% | -33.4% | -22.1% |
| 3M | -12.5% | +19.4% | -31.9% | -10.8% |
| 6M | -21.4% | +14.3% | -35.7% | -19.7% |
| YTD | -3.5% | -18.4% | +14.8% | +0.9% |
| 1Y | +17.4% | -30.1% | +47.4% | +25.7% |
| All | +17.4% | -29.3% | +46.7% | +25.7% |
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