+4.6%
TSLA vs GDDY
-29.3%
+33.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -6.0% |
| 7D | +1.5% | +3.7% | -2.2% | +1.7% |
| 30D | +10.1% | +10.4% | -0.3% | +10.5% |
| 3M | -15.4% | +19.4% | -34.8% | -14.7% |
| 6M | -12.8% | +14.3% | -27.0% | -12.2% |
| YTD | -21.3% | -18.4% | -2.9% | -12.7% |
| 1Y | +4.6% | -30.1% | +34.7% | +18.8% |
| All | +4.6% | -29.3% | +33.9% | +18.8% |
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