+211.8%
TRI vs GDDY
+390.3%
-178.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -7.9% | -3.2% | -4.7% | -7.2% |
| 30D | -4.5% | +6.8% | -11.3% | -5.9% |
| 3M | +22.1% | +30.5% | -8.4% | +14.7% |
| 6M | -2.8% | +13.3% | -16.1% | -5.6% |
| YTD | -23.4% | -21.0% | -2.4% | -20.4% |
| 1Y | -41.5% | -34.0% | -7.5% | -37.1% |
| 3Y | -19.2% | +33.1% | -52.3% | -24.8% |
| 5Y | -9.4% | +30.3% | -39.7% | -16.5% |
| 10Y | +195.6% | +205.5% | -10.0% | +140.9% |
| All | +211.8% | +390.3% | -178.6% | +150.7% |
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