+1,072.3%
URI vs GDDY
+368.0%
+704.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +5.0% | -8.1% | +13.1% | +7.7% |
| 30D | -9.4% | +2.3% | -11.7% | -10.9% |
| 3M | -5.8% | +14.7% | -20.6% | -12.9% |
| 6M | +25.8% | +2.1% | +23.7% | +19.7% |
| YTD | +27.9% | -24.6% | +52.4% | +35.3% |
| 1Y | +9.7% | -37.1% | +46.8% | +24.2% |
| 3Y | +128.0% | +25.5% | +102.5% | +92.5% |
| 5Y | +212.4% | +24.2% | +188.2% | +160.5% |
| 10Y | +1,271.8% | +191.6% | +1,080.2% | +818.2% |
| All | +1,072.3% | +368.0% | +704.3% | +662.9% |
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