+199.1%
URI vs GDDY
+29.8%
+169.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -2.1% | -3.2% | +1.1% | -1.4% |
| 30D | -12.4% | +6.8% | -19.2% | -14.6% |
| 3M | -7.3% | +30.5% | -37.7% | -16.9% |
| 6M | +27.2% | +13.3% | +13.9% | +17.6% |
| YTD | +23.0% | -21.0% | +43.9% | +30.8% |
| 1Y | +3.9% | -34.0% | +37.9% | +19.1% |
| 3Y | +121.6% | +33.1% | +88.6% | +75.1% |
| All | +199.1% | +29.8% | +169.4% | +158.5% |
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