+106.2%
UAL vs GDDY
+207.2%
-101.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.4% | +2.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -12.2% | +6.8% | -19.0% | -14.9% |
| 3M | -2.5% | +30.5% | -32.9% | -14.0% |
| 6M | +21.1% | +13.3% | +7.8% | +11.2% |
| YTD | -1.8% | -21.0% | +19.2% | +3.7% |
| 1Y | +0.4% | -34.0% | +34.4% | +14.4% |
| 3Y | +130.3% | +33.1% | +97.2% | +88.0% |
| 5Y | +147.7% | +30.3% | +117.4% | +100.5% |
| All | +106.2% | +207.2% | -101.0% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling