-49.8%
USAR vs GDDY
-11.8%
-38.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.1% | -4.9% |
| 7D | -21.8% | +11.1% | -32.8% | -19.7% |
| 30D | -39.9% | +18.6% | -58.6% | -37.5% |
| 3M | -52.5% | +32.8% | -85.3% | -49.3% |
| 6M | -67.9% | +34.0% | -102.0% | -64.9% |
| YTD | -31.1% | -4.6% | -26.5% | -34.6% |
| 1Y | -49.8% | -12.5% | -37.4% | -50.0% |
| All | -49.8% | -11.8% | -38.0% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling