+289.9%
TPR vs GDDY
+28.5%
+261.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.7% |
| 7D | -5.1% | -7.0% | +1.9% | -4.7% |
| 30D | -27.6% | +6.2% | -33.8% | -27.9% |
| 3M | -17.5% | +20.0% | -37.5% | -19.2% |
| 6M | -21.3% | +6.8% | -28.2% | -22.1% |
| YTD | -8.5% | -22.3% | +13.9% | -3.8% |
| 1Y | +11.5% | -33.5% | +45.0% | +21.0% |
| All | +289.9% | +28.5% | +261.3% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling