-34.7%
UPS vs GDDY
+29.8%
-64.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | -2.0% | +6.8% | -8.8% | -3.2% |
| 3M | -6.2% | +30.5% | -36.7% | -11.5% |
| 6M | +2.8% | +13.3% | -10.5% | -1.0% |
| YTD | +5.9% | -21.0% | +26.9% | +9.9% |
| 1Y | +26.2% | -34.0% | +60.2% | +36.4% |
| 3Y | -26.0% | +33.1% | -59.1% | -36.9% |
| All | -34.7% | +29.8% | -64.4% | -43.1% |
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