+93.8%
UL vs GDDY
+390.3%
-296.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +7.2% | +30.5% | -23.2% | +3.2% |
| 6M | -3.1% | +13.3% | -16.4% | -5.3% |
| YTD | -2.7% | -21.0% | +18.2% | -0.8% |
| 1Y | -10.2% | -34.0% | +23.8% | -6.3% |
| 3Y | +20.3% | +33.1% | -12.8% | +11.8% |
| 5Y | +19.9% | +30.3% | -10.4% | +10.5% |
| 10Y | +66.5% | +205.5% | -139.1% | +34.1% |
| All | +93.8% | +390.3% | -296.6% | +53.8% |
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 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