+83.6%
USB vs GDDY
+250.1%
-166.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -0.5% | -4.0% | +3.5% | +0.3% |
| 30D | +5.7% | +11.0% | -5.3% | +2.9% |
| 3M | -4.7% | +25.1% | -29.8% | -10.3% |
| 6M | +13.4% | +28.9% | -15.5% | +4.5% |
| YTD | +17.0% | -8.5% | +25.5% | +16.6% |
| 1Y | +32.4% | -13.8% | +46.1% | +34.0% |
| 3Y | +101.7% | +29.5% | +72.1% | +79.7% |
| 5Y | +24.4% | +60.5% | -36.1% | +2.6% |
| 10Y | +83.6% | +242.6% | -159.0% | +23.9% |
| All | +83.6% | +250.1% | -166.5% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling