-38.4%
U vs GDDY
+31.9%
-70.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -3.3% |
| 7D | 0.0% | -7.0% | +7.0% | +4.9% |
| 30D | -4.1% | +6.2% | -10.3% | -10.2% |
| 3M | +57.8% | +20.0% | +37.8% | +28.2% |
| 6M | +103.5% | +6.8% | +96.7% | +79.3% |
| YTD | -4.8% | -22.3% | +17.6% | +10.3% |
| 1Y | -2.4% | -33.5% | +31.1% | +29.4% |
| 3Y | +11.7% | +29.2% | -17.6% | -32.1% |
| 5Y | -68.9% | +28.1% | -96.9% | -79.0% |
| All | -38.4% | +31.9% | -70.3% | -65.8% |
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 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