+144.9%
UAL vs GDDY
+29.8%
+115.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.4% | +2.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.4% |
| 30D | -12.2% | +6.8% | -19.0% | -14.6% |
| 3M | -2.5% | +30.5% | -32.9% | -13.2% |
| 6M | +21.1% | +13.3% | +7.8% | +12.0% |
| YTD | -1.8% | -21.0% | +19.2% | +5.1% |
| 1Y | +0.4% | -34.0% | +34.4% | +16.3% |
| 3Y | +130.3% | +33.1% | +97.2% | +82.8% |
| All | +144.9% | +29.8% | +115.2% | +108.3% |
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