+64.4%
UL vs GDDY
+207.2%
-142.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.4% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | +0.5% | +6.8% | -6.3% | -0.7% |
| 3M | +7.2% | +30.5% | -23.2% | +2.8% |
| 6M | -3.1% | +13.3% | -16.4% | -5.6% |
| YTD | -2.7% | -21.0% | +18.2% | -0.5% |
| 1Y | -10.2% | -34.0% | +23.8% | -5.8% |
| 3Y | +20.3% | +33.1% | -12.8% | +10.3% |
| 5Y | +19.9% | +30.3% | -10.4% | +8.8% |
| All | +64.4% | +207.2% | -142.9% | +16.8% |
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