+286.2%
UNH vs GDDY
+390.3%
-104.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.7% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | -6.5% | +6.8% | -13.3% | -8.1% |
| 3M | -6.0% | +30.5% | -36.5% | -12.0% |
| 6M | +33.7% | +13.3% | +20.3% | +28.2% |
| YTD | +16.4% | -21.0% | +37.4% | +19.9% |
| 1Y | +10.1% | -34.0% | +44.1% | +17.8% |
| 3Y | -16.3% | +33.1% | -49.4% | -25.2% |
| 5Y | +2.1% | +30.3% | -28.2% | -10.4% |
| 10Y | +233.1% | +205.5% | +27.6% | +150.5% |
| All | +286.2% | +390.3% | -104.2% | +186.6% |
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 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