-21.6%
USAR vs GDDY
+5.5%
-27.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -5.2% |
| 7D | -9.3% | -7.0% | -2.3% | -10.9% |
| 30D | -15.2% | +6.2% | -21.4% | -13.5% |
| 3M | -21.1% | +20.0% | -41.1% | -17.5% |
| 6M | -21.6% | +6.8% | -28.4% | -18.9% |
| All | -21.6% | +5.5% | -27.1% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling