+24.8%
USAR vs GDDY
-29.3%
+54.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.9% |
| 7D | -2.1% | +3.7% | -5.8% | -1.4% |
| 30D | +2.6% | +10.4% | -7.8% | +4.6% |
| 3M | -35.0% | +19.4% | -54.4% | -32.6% |
| 6M | -6.9% | +14.3% | -21.1% | -3.6% |
| YTD | +48.0% | -18.4% | +66.3% | +54.8% |
| 1Y | +24.8% | -30.1% | +54.9% | +33.0% |
| All | +24.8% | -29.3% | +54.1% | +33.0% |
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