+31.1%
USB vs GDDY
-15.0%
+46.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.2% | -6.5% | +7.7% | +1.5% |
| 30D | +6.3% | +9.0% | -2.7% | +5.8% |
| 3M | -6.1% | +22.3% | -28.5% | -7.1% |
| 6M | +13.0% | +29.1% | -16.1% | +11.2% |
| YTD | +16.6% | -9.5% | +26.0% | +31.1% |
| 1Y | +31.1% | -15.2% | +46.4% | +57.1% |
| All | +31.1% | -15.0% | +46.1% | +57.1% |
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