+239.7%
UNP vs GDDY
+390.3%
-150.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.8% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -2.7% | +6.8% | -9.5% | -4.3% |
| 3M | +6.5% | +30.5% | -24.0% | -0.3% |
| 6M | +14.4% | +13.3% | +1.1% | +9.5% |
| YTD | +24.8% | -21.0% | +45.8% | +28.4% |
| 1Y | +34.4% | -34.0% | +68.4% | +43.7% |
| 3Y | +43.6% | +33.1% | +10.5% | +28.9% |
| 5Y | +53.2% | +30.3% | +22.9% | +35.6% |
| 10Y | +282.1% | +205.5% | +76.6% | +192.0% |
| All | +239.7% | +390.3% | -150.7% | +158.3% |
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