+418.6%
TRGP vs GDDY
+390.3%
+28.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.2% |
| 7D | +0.1% | -3.2% | +3.3% | +1.0% |
| 30D | +8.0% | +6.8% | +1.2% | +4.7% |
| 3M | +8.3% | +30.5% | -22.2% | -4.9% |
| 6M | +23.9% | +13.3% | +10.6% | +13.5% |
| YTD | +59.6% | -21.0% | +80.6% | +66.4% |
| 1Y | +79.4% | -34.0% | +113.4% | +100.8% |
| 3Y | +269.4% | +33.1% | +236.4% | +197.3% |
| 5Y | +641.6% | +30.3% | +611.3% | +483.1% |
| 10Y | +845.2% | +205.5% | +639.7% | +479.9% |
| All | +418.6% | +390.3% | +28.2% | +208.7% |
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