+1.1%
UL vs GDDY
-11.8%
+12.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +2.7% |
| 7D | +4.7% | +11.1% | -6.4% | +3.1% |
| 30D | +11.6% | +18.6% | -7.1% | +9.0% |
| 3M | +5.3% | +32.8% | -27.5% | +1.1% |
| 6M | +16.0% | +34.0% | -18.0% | +11.3% |
| YTD | +5.0% | -4.6% | +9.6% | +4.0% |
| 1Y | +1.1% | -12.5% | +13.6% | +2.5% |
| All | +1.1% | -11.8% | +12.9% | +2.5% |
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