+144.1%
UMC vs GDDY
+29.8%
+114.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | +9.0% | -3.2% | +12.2% | +9.6% |
| 30D | +17.2% | +6.8% | +10.4% | +14.9% |
| 3M | +11.4% | +30.5% | -19.1% | -0.4% |
| 6M | +137.5% | +13.3% | +124.2% | +120.9% |
| YTD | +193.1% | -21.0% | +214.1% | +210.4% |
| 1Y | +240.3% | -34.0% | +274.3% | +287.1% |
| 3Y | +262.2% | +33.1% | +229.1% | +172.6% |
| All | +144.1% | +29.8% | +114.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling