-9.3%
UL vs GDDY
-29.3%
+20.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | -1.3% | +3.7% | -5.0% | -1.8% |
| 30D | +0.5% | +10.4% | -9.9% | -0.8% |
| 3M | +17.6% | +19.4% | -1.8% | +15.5% |
| 6M | -5.4% | +14.3% | -19.6% | -7.0% |
| YTD | +0.7% | -18.4% | +19.1% | -1.0% |
| 1Y | -9.3% | -30.1% | +20.8% | -11.1% |
| All | -9.3% | -29.3% | +20.1% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling