+105.9%
USB vs GDDY
+201.9%
-96.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | -1.8% | -7.0% | +5.2% | -0.2% |
| 30D | -2.9% | +6.2% | -9.1% | -4.6% |
| 3M | +10.8% | +20.0% | -9.2% | +4.6% |
| 6M | +22.4% | +6.8% | +15.6% | +18.1% |
| YTD | +19.2% | -22.3% | +41.5% | +23.9% |
| 1Y | +31.9% | -33.5% | +65.4% | +42.8% |
| 3Y | +97.5% | +29.2% | +68.3% | +76.0% |
| 5Y | +40.0% | +28.1% | +11.9% | +22.5% |
| All | +105.9% | +201.9% | -96.1% | +43.6% |
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