-21.3%
TPR vs GDDY
+0.3%
-21.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.2% |
| 7D | -7.3% | -8.1% | +0.8% | -8.3% |
| 30D | -30.7% | +2.3% | -33.0% | -30.0% |
| 3M | -21.6% | +14.7% | -36.4% | -18.8% |
| 6M | -21.3% | +2.1% | -23.4% | -17.8% |
| All | -21.3% | +0.3% | -21.6% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling