+226.5%
TPR vs GDDY
+27.5%
+198.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | -5.1% | -7.0% | +1.9% | -3.6% |
| 30D | -27.6% | +6.2% | -33.8% | -29.1% |
| 3M | -17.5% | +20.0% | -37.5% | -22.9% |
| 6M | -21.3% | +6.8% | -28.2% | -24.8% |
| YTD | -8.5% | -22.3% | +13.9% | -2.6% |
| 1Y | +11.5% | -33.5% | +45.0% | +25.6% |
| 3Y | +288.0% | +29.2% | +258.8% | +199.3% |
| All | +226.5% | +27.5% | +198.9% | +168.4% |
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 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