+191.1%
TRI vs GDDY
+207.2%
-16.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -7.9% | -3.2% | -4.7% | -7.0% |
| 30D | -4.5% | +6.8% | -11.3% | -6.2% |
| 3M | +22.1% | +30.5% | -8.4% | +13.4% |
| 6M | -2.8% | +13.3% | -16.1% | -6.2% |
| YTD | -23.4% | -21.0% | -2.4% | -19.8% |
| 1Y | -41.5% | -34.0% | -7.5% | -36.2% |
| 3Y | -19.2% | +33.1% | -52.3% | -26.3% |
| 5Y | -9.4% | +30.3% | -39.7% | -18.3% |
| All | +191.1% | +207.2% | -16.2% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling