+75.5%
UMC vs GDDY
-11.2%
+86.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.4% |
| 7D | -25.8% | +13.4% | -39.3% | -23.5% |
| 30D | -42.3% | +22.3% | -64.6% | -39.7% |
| 3M | -30.6% | +30.9% | -61.5% | -26.3% |
| 6M | -2.8% | +37.3% | -40.1% | +4.2% |
| YTD | +73.2% | -3.2% | +76.4% | +89.9% |
| 1Y | +75.5% | -9.8% | +85.2% | +94.6% |
| All | +75.5% | -11.2% | +86.6% | +94.6% |
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