-66.5%
U vs GDDY
+29.8%
-96.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.1% |
| 7D | +5.5% | -3.2% | +8.7% | +7.5% |
| 30D | -1.3% | +6.8% | -8.1% | -8.1% |
| 3M | +64.6% | +30.5% | +34.1% | +23.5% |
| 6M | +119.4% | +13.3% | +106.0% | +82.1% |
| YTD | -0.5% | -21.0% | +20.5% | +15.3% |
| 1Y | +1.3% | -34.0% | +35.3% | +39.3% |
| 3Y | +15.6% | +33.1% | -17.4% | -40.4% |
| All | -66.5% | +29.8% | -96.2% | -79.2% |
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