+620.9%
TRGP vs GDDY
+29.8%
+591.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.9% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | +8.0% | +6.8% | +1.2% | +6.1% |
| 3M | +8.3% | +30.5% | -22.2% | -0.3% |
| 6M | +23.9% | +13.3% | +10.6% | +17.5% |
| YTD | +59.6% | -21.0% | +80.6% | +67.5% |
| 1Y | +79.4% | -34.0% | +113.4% | +99.2% |
| 3Y | +269.4% | +33.1% | +236.4% | +217.3% |
| All | +620.9% | +29.8% | +591.2% | +551.9% |
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