+59.3%
UAL vs GDDY
+368.0%
-308.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -1.1% | -8.1% | +7.0% | +1.5% |
| 30D | -13.4% | +2.3% | -15.8% | -14.5% |
| 3M | -2.3% | +14.7% | -17.0% | -8.5% |
| 6M | +13.3% | +2.1% | +11.2% | +9.3% |
| YTD | -4.2% | -24.6% | +20.4% | +1.8% |
| 1Y | +1.4% | -37.1% | +38.5% | +14.8% |
| 3Y | +125.8% | +25.5% | +100.3% | +96.9% |
| 5Y | +130.0% | +24.2% | +105.7% | +99.1% |
| 10Y | +104.2% | +191.6% | -87.4% | +43.6% |
| All | +59.3% | +368.0% | -308.7% | +16.1% |
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