+47.6%
TSLA vs GDDY
+29.8%
+17.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.2% |
| 7D | +3.2% | -3.2% | +6.4% | +4.2% |
| 30D | +11.6% | +6.8% | +4.8% | +7.7% |
| 3M | -8.4% | +30.5% | -38.9% | -21.8% |
| 6M | -10.4% | +13.3% | -23.7% | -19.8% |
| YTD | -18.7% | -21.0% | +2.2% | -11.7% |
| 1Y | -0.9% | -34.0% | +33.1% | +20.1% |
| 3Y | +33.6% | +33.1% | +0.5% | -1.3% |
| All | +47.6% | +29.8% | +17.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling