+280.5%
TPR vs GDDY
+368.0%
-87.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -7.3% | -8.1% | +0.8% | -4.9% |
| 30D | -30.7% | +2.3% | -33.0% | -31.9% |
| 3M | -21.6% | +14.7% | -36.4% | -26.9% |
| 6M | -21.3% | +2.1% | -23.4% | -24.8% |
| YTD | -10.2% | -24.6% | +14.4% | -5.4% |
| 1Y | +9.5% | -37.1% | +46.6% | +22.8% |
| 3Y | +280.8% | +25.5% | +255.3% | +217.1% |
| 5Y | +218.7% | +24.2% | +194.5% | +163.6% |
| 10Y | +306.7% | +191.6% | +115.1% | +173.4% |
| All | +280.5% | +368.0% | -87.5% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling