+12.3%
TPR vs GDDY
-32.7%
+45.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.4% |
| 7D | -3.0% | -3.2% | +0.2% | -3.2% |
| 30D | -22.6% | +6.8% | -29.4% | -21.9% |
| 3M | -18.2% | +30.5% | -48.7% | -16.0% |
| 6M | -18.0% | +13.3% | -31.3% | -16.4% |
| YTD | -6.4% | -21.0% | +14.6% | -2.6% |
| 1Y | +12.3% | -34.0% | +46.3% | +20.4% |
| All | +12.3% | -32.7% | +45.0% | +20.4% |
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