+54.5%
USAR vs GDDY
+27.4%
+27.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -2.7% |
| 7D | -11.6% | -3.2% | -8.4% | -12.0% |
| 30D | -15.5% | +6.8% | -22.3% | -14.3% |
| 3M | -31.0% | +30.5% | -61.5% | -28.0% |
| 6M | -26.2% | +13.3% | -39.5% | -23.7% |
| YTD | +30.8% | -21.0% | +51.7% | +29.2% |
| 1Y | +7.1% | -34.0% | +41.1% | +3.0% |
| 3Y | +53.0% | +33.1% | +19.9% | +45.3% |
| All | +54.5% | +27.4% | +27.2% | +46.7% |
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