-38.4%
TRI vs GDDY
-29.3%
-9.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.4% |
| 7D | -0.5% | +3.7% | -4.2% | -2.1% |
| 30D | +7.9% | +10.4% | -2.5% | +2.9% |
| 3M | +24.1% | +19.4% | +4.6% | +12.5% |
| 6M | +3.8% | +14.3% | -10.4% | -4.3% |
| YTD | -16.9% | -18.4% | +1.5% | -12.6% |
| 1Y | -38.4% | -30.1% | -8.3% | -33.5% |
| All | -38.4% | -29.3% | -9.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling